+49.2%
FE vs BTI
+151.5%
-102.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -1.1% | -2.9% | +1.8% | -0.5% |
| 30D | +4.6% | +8.3% | -3.6% | +2.6% |
| 3M | -0.8% | +2.9% | -3.7% | -1.6% |
| 6M | +7.3% | +6.2% | +1.1% | +5.4% |
| YTD | +8.3% | +10.9% | -2.6% | +4.9% |
| 1Y | +5.7% | +16.6% | -10.9% | +1.0% |
| 3Y | +49.0% | +142.2% | -93.2% | +16.0% |
| 5Y | +49.2% | +151.3% | -102.1% | +8.0% |
| All | +49.2% | +151.5% | -102.3% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling