+1,027.6%
FIX vs BTI
+153.9%
+873.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.4% |
| 7D | +9.4% | +1.6% | +7.8% | +9.4% |
| 30D | -27.8% | +9.2% | -37.0% | -28.2% |
| 3M | -35.6% | +9.6% | -45.2% | -36.0% |
| 6M | -45.2% | -2.4% | -42.8% | -44.8% |
| YTD | +19.5% | +14.2% | +5.2% | +16.9% |
| 1Y | +24.2% | +20.3% | +3.9% | +20.7% |
| 3Y | +494.2% | +147.4% | +346.7% | +393.6% |
| All | +1,027.6% | +153.9% | +873.6% | +835.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling