-37.5%
FIS vs BTI
+146.0%
-183.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.6% |
| 7D | +1.5% | -3.0% | +4.6% | +2.2% |
| 30D | -11.8% | +9.8% | -21.6% | -14.0% |
| 3M | -28.5% | +9.2% | -37.7% | -30.2% |
| 6M | -27.0% | +4.0% | -31.1% | -28.0% |
| YTD | -53.1% | +12.7% | -65.8% | -54.6% |
| 1Y | -52.8% | +15.9% | -68.7% | -54.7% |
| All | -37.5% | +146.0% | -183.5% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling