+576.2%
FE vs BTI
+2,828.2%
-2,252.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +1.9% | -1.4% | +3.3% | +2.3% |
| 30D | -1.2% | -6.6% | +5.4% | +0.3% |
| 3M | +3.5% | -3.0% | +6.5% | +4.0% |
| 6M | -6.1% | -6.7% | +0.6% | -5.0% |
| YTD | +7.6% | +0.6% | +7.1% | +6.9% |
| 1Y | +11.9% | +5.6% | +6.3% | +9.9% |
| 3Y | +48.4% | +110.3% | -61.9% | +23.7% |
| 5Y | +44.8% | +114.3% | -69.5% | +19.4% |
| 10Y | +115.9% | +67.7% | +48.2% | +82.1% |
| All | +576.2% | +2,828.2% | -2,252.0% | +282.8% |
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