-54.3%
FIS vs BTI
+128.6%
-182.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -3.5% | -3.2% | -0.3% | -2.5% |
| 30D | -19.4% | +9.7% | -29.1% | -22.2% |
| 3M | -31.6% | +11.1% | -42.6% | -34.2% |
| 6M | -32.5% | -1.2% | -31.3% | -32.7% |
| YTD | -56.0% | +12.7% | -68.6% | -58.2% |
| 1Y | -55.5% | +15.8% | -71.3% | -58.2% |
| 3Y | -41.3% | +148.9% | -190.2% | -58.7% |
| 5Y | -72.3% | +151.9% | -224.2% | -80.7% |
| All | -54.3% | +128.6% | -182.9% | -68.9% |
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 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