-83.6%
FIG vs BTI
+21.9%
-105.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.9% |
| 7D | -14.3% | -3.0% | -11.2% | -14.5% |
| 30D | -13.6% | +9.8% | -23.4% | -12.7% |
| 3M | -23.7% | +9.2% | -32.9% | -23.2% |
| 6M | -5.4% | +4.0% | -9.4% | -5.7% |
| YTD | -49.2% | +12.7% | -61.9% | -48.8% |
| 1Y | -57.4% | +15.9% | -73.3% | -56.7% |
| All | -83.6% | +21.9% | -105.4% | -82.1% |
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