+13.8%
FIX vs BTI
+17.4%
-3.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.3% |
| 7D | -13.9% | -0.1% | -13.8% | -13.8% |
| 30D | -35.5% | +9.6% | -45.1% | -34.8% |
| 3M | -33.9% | +8.3% | -42.2% | -33.0% |
| 6M | -43.3% | +7.5% | -50.8% | -44.6% |
| YTD | +18.7% | +12.3% | +6.4% | +12.5% |
| 1Y | +13.8% | +16.2% | -2.5% | +5.0% |
| All | +13.8% | +17.4% | -3.7% | +5.0% |
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