-71.1%
FIS vs BTI
+154.4%
-225.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.6% |
| 7D | +1.5% | -3.0% | +4.6% | +2.5% |
| 30D | -11.8% | +9.8% | -21.6% | -14.8% |
| 3M | -28.5% | +9.2% | -37.7% | -30.8% |
| 6M | -27.0% | +4.0% | -31.1% | -28.4% |
| YTD | -53.1% | +12.7% | -65.8% | -55.4% |
| 1Y | -52.8% | +15.9% | -68.7% | -55.6% |
| 3Y | -37.5% | +148.9% | -186.4% | -57.3% |
| 5Y | -71.1% | +152.8% | -223.8% | -80.6% |
| All | -71.1% | +154.4% | -225.4% | -80.6% |
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