+3,916.3%
FDX vs BTI
+6,777.2%
-2,860.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.7% | -1.9% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | +6.6% | +13.0% | -6.4% | +3.5% |
| 3M | -2.1% | +5.3% | -7.4% | -3.4% |
| 6M | +2.2% | +5.3% | -3.1% | +0.5% |
| YTD | +33.9% | +12.4% | +21.6% | +29.5% |
| 1Y | +50.2% | +18.9% | +31.3% | +43.3% |
| 3Y | +65.5% | +144.0% | -78.5% | +31.0% |
| 5Y | +74.1% | +156.3% | -82.2% | +35.4% |
| 10Y | +156.7% | +115.3% | +41.4% | +103.2% |
| All | +3,916.3% | +6,777.2% | -2,860.9% | +1,612.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling