-80.9%
FIG vs BTI
+6.7%
-87.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.5% |
| 7D | -14.5% | -2.4% | -12.0% | -14.8% |
| 30D | -13.3% | -4.8% | -8.5% | -14.2% |
| 3M | +7.4% | -8.1% | +15.5% | +6.0% |
| 6M | -27.8% | -4.2% | -23.6% | -28.1% |
| YTD | -41.1% | -1.3% | -39.8% | -41.5% |
| 1Y | -58.7% | +2.1% | -60.8% | -57.3% |
| All | -80.9% | +6.7% | -87.7% | -79.5% |
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 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