+14.4%
FIX vs BTI
+24.7%
-10.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.4% | -18.5% | -14.3% |
| 7D | -18.9% | +5.3% | -24.2% | -18.0% |
| 30D | -36.3% | +19.1% | -55.4% | -34.9% |
| 3M | -38.5% | +6.5% | -45.0% | -37.1% |
| 6M | -42.3% | +9.4% | -51.7% | -43.1% |
| YTD | +17.1% | +14.4% | +2.7% | +11.6% |
| 1Y | +14.4% | +23.9% | -9.5% | +1.1% |
| All | +14.4% | +24.7% | -10.3% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling