+5,993.3%
FIX vs BTI
+67.8%
+5,925.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | +6.1% | -1.4% | +7.4% | +6.6% |
| 30D | -2.7% | -7.0% | +4.4% | -0.2% |
| 3M | -10.9% | -6.3% | -4.6% | -10.0% |
| 6M | +29.0% | -2.0% | +31.0% | +27.5% |
| YTD | +76.9% | +0.2% | +76.7% | +73.3% |
| 1Y | +130.7% | +3.8% | +127.0% | +122.7% |
| 3Y | +790.7% | +112.1% | +678.6% | +512.5% |
| 5Y | +2,185.6% | +113.6% | +2,072.0% | +1,427.2% |
| 10Y | +5,993.3% | +69.6% | +5,923.7% | +3,752.1% |
| All | +5,993.3% | +67.8% | +5,925.5% | +3,752.1% |
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 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