+120.9%
FE vs BTI
+125.1%
-4.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +4.3% | +9.6% | -5.3% | +1.7% |
| 3M | +0.4% | +8.3% | -7.9% | -2.0% |
| 6M | +6.9% | +7.5% | -0.6% | +4.3% |
| YTD | +8.0% | +12.3% | -4.2% | +3.8% |
| 1Y | +4.8% | +16.2% | -11.4% | -0.4% |
| 3Y | +49.0% | +148.0% | -99.0% | +12.3% |
| 5Y | +46.2% | +153.2% | -107.0% | +8.2% |
| 10Y | +120.9% | +128.2% | -7.4% | +45.5% |
| All | +120.9% | +125.1% | -4.2% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling