+2,900.6%
FITB vs BTI
+6,890.1%
-3,989.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +2.8% | +1.6% | +1.1% | +2.1% |
| 30D | +9.8% | +9.2% | +0.6% | +6.2% |
| 3M | -5.2% | +9.6% | -14.8% | -8.5% |
| 6M | +17.3% | -2.4% | +19.8% | +17.7% |
| YTD | +19.3% | +14.2% | +5.1% | +12.2% |
| 1Y | +32.7% | +20.3% | +12.4% | +22.4% |
| 3Y | +141.6% | +147.4% | -5.8% | +67.3% |
| 5Y | +48.9% | +155.4% | -106.6% | +2.2% |
| 10Y | +216.5% | +127.3% | +89.2% | +120.9% |
| All | +2,900.6% | +6,890.1% | -3,989.5% | +1,037.8% |
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