+12,471.5%
FIX vs BTI
+2,941.1%
+9,530.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +6.0% | -1.4% | +7.4% | +6.4% |
| 30D | -7.2% | -6.6% | -0.6% | -5.8% |
| 3M | -15.9% | -3.0% | -12.9% | -16.0% |
| 6M | +12.7% | -6.7% | +19.4% | +13.6% |
| YTD | +72.8% | +0.6% | +72.2% | +70.7% |
| 1Y | +122.9% | +5.6% | +117.3% | +117.4% |
| 3Y | +774.3% | +110.3% | +664.0% | +600.4% |
| 5Y | +2,049.5% | +114.3% | +1,935.2% | +1,600.9% |
| 10Y | +5,821.5% | +67.7% | +5,753.8% | +4,762.6% |
| All | +12,471.5% | +2,941.1% | +9,530.4% | +8,887.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling