+3,553.2%
FIX vs BTI
+131.8%
+3,421.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.8% |
| 7D | +9.4% | +1.6% | +7.8% | +8.8% |
| 30D | -27.8% | +9.2% | -37.0% | -30.5% |
| 3M | -35.6% | +9.6% | -45.2% | -38.3% |
| 6M | -45.2% | -2.4% | -42.8% | -45.7% |
| YTD | +19.5% | +14.2% | +5.2% | +10.6% |
| 1Y | +24.2% | +20.3% | +3.9% | +12.6% |
| 3Y | +494.2% | +147.4% | +346.7% | +277.8% |
| 5Y | +1,036.1% | +155.4% | +880.7% | +589.2% |
| All | +3,553.2% | +131.8% | +3,421.4% | +1,973.9% |
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