+777.0%
FIX vs BTI
+111.6%
+665.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +1.9% |
| 7D | +6.0% | -1.4% | +7.4% | +6.0% |
| 30D | -7.2% | -6.6% | -0.6% | -7.4% |
| 3M | -15.9% | -3.0% | -12.9% | -16.5% |
| 6M | +12.7% | -6.7% | +19.4% | +12.0% |
| YTD | +72.8% | +0.6% | +72.2% | +71.5% |
| 1Y | +122.9% | +5.6% | +117.3% | +121.8% |
| All | +777.0% | +111.6% | +665.4% | +770.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling