-40.9%
FIS vs BTI
+68.1%
-109.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.9% |
| 7D | -9.1% | -2.4% | -6.7% | -8.3% |
| 30D | -10.4% | -4.8% | -5.7% | -8.9% |
| 3M | -3.7% | -8.1% | +4.4% | -1.0% |
| 6M | -24.8% | -4.2% | -20.6% | -24.0% |
| YTD | -41.6% | -1.3% | -40.3% | -41.8% |
| 1Y | -42.7% | +2.1% | -44.9% | -43.7% |
| 3Y | -26.2% | +108.9% | -135.1% | -44.4% |
| 5Y | -66.1% | +114.5% | -180.6% | -74.8% |
| 10Y | -40.9% | +72.2% | -113.1% | -56.7% |
| All | -40.9% | +68.1% | -109.0% | -56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling