+132.8%
FIX vs BTI
+3.5%
+129.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.4% |
| 7D | +6.1% | -1.4% | +7.4% | +6.1% |
| 30D | -2.7% | -7.0% | +4.4% | -2.5% |
| 3M | -10.9% | -6.3% | -4.6% | -11.9% |
| 6M | +29.0% | -2.0% | +31.0% | +23.2% |
| YTD | +76.9% | +0.2% | +76.7% | +68.9% |
| All | +132.8% | +3.5% | +129.3% | +123.3% |
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