+376.5%
FIS vs BTI
+2,698.9%
-2,322.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +1.1% | -1.4% | +2.5% | +1.6% |
| 30D | -2.2% | -6.6% | +4.4% | +0.3% |
| 3M | +2.1% | -3.0% | +5.1% | +3.2% |
| 6M | -14.7% | -6.7% | -8.0% | -13.0% |
| YTD | -35.7% | +0.6% | -36.3% | -36.5% |
| 1Y | -37.1% | +5.6% | -42.7% | -39.0% |
| 3Y | -20.0% | +110.3% | -130.3% | -41.6% |
| 5Y | -62.1% | +114.3% | -176.4% | -72.8% |
| 10Y | -37.4% | +67.7% | -105.0% | -53.0% |
| All | +376.5% | +2,698.9% | -2,322.4% | +123.8% |
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