-56.6%
FIG vs BTI
+2.8%
-59.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.7% |
| 7D | -12.2% | -2.0% | -10.2% | -12.5% |
| 30D | -11.0% | -3.4% | -7.5% | -11.6% |
| 3M | +11.9% | -9.0% | +20.9% | +10.2% |
| 6M | -21.9% | -5.0% | -16.9% | -22.3% |
| YTD | -40.8% | -0.3% | -40.4% | -41.1% |
| 1Y | -56.6% | +3.1% | -59.8% | -49.6% |
| All | -56.6% | +2.8% | -59.4% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling