+578.0%
FE vs BTI
+3,172.6%
-2,594.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.0% | +0.3% |
| 7D | 0.0% | -1.0% | +1.0% | +0.2% |
| 30D | +5.2% | +13.0% | -7.8% | +2.3% |
| 3M | 0.0% | +5.3% | -5.4% | -1.3% |
| 6M | +5.0% | +5.3% | -0.3% | +3.4% |
| YTD | +7.9% | +12.4% | -4.5% | +4.5% |
| 1Y | +6.3% | +18.9% | -12.6% | +1.6% |
| 3Y | +46.0% | +144.0% | -98.0% | +17.6% |
| 5Y | +45.6% | +156.3% | -110.6% | +15.2% |
| 10Y | +109.3% | +115.3% | -5.9% | +67.2% |
| All | +578.0% | +3,172.6% | -2,594.6% | +273.9% |
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