+282.0%
FITB vs BTI
+72.6%
+209.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | 0.0% |
| 7D | -1.0% | -2.0% | +1.0% | -0.1% |
| 30D | -5.5% | -3.4% | -2.1% | -4.1% |
| 3M | +4.1% | -9.0% | +13.1% | +8.2% |
| 6M | +18.7% | -5.0% | +23.7% | +20.2% |
| YTD | +18.2% | -0.3% | +18.5% | +16.5% |
| 1Y | +23.7% | +3.1% | +20.5% | +19.6% |
| 3Y | +130.8% | +111.0% | +19.8% | +50.4% |
| 5Y | +69.8% | +117.0% | -47.3% | +9.4% |
| All | +282.0% | +72.6% | +209.4% | +146.7% |
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