+7,843.3%
FIX vs BTI
+3,298.8%
+4,544.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.5% | +8.9% | +6.3% |
| 7D | -17.5% | -1.0% | -16.4% | -17.5% |
| 30D | -41.6% | +13.0% | -54.5% | -43.6% |
| 3M | -40.6% | +5.3% | -45.9% | -41.8% |
| 6M | -49.4% | +5.3% | -54.7% | -50.8% |
| YTD | +9.2% | +12.4% | -3.2% | +4.3% |
| 1Y | +6.5% | +18.9% | -12.5% | +0.3% |
| 3Y | +448.7% | +144.0% | +304.7% | +321.2% |
| 5Y | +948.7% | +156.3% | +792.5% | +688.2% |
| 10Y | +3,659.7% | +115.3% | +3,544.5% | +2,801.8% |
| All | +7,843.3% | +3,298.8% | +4,544.5% | +5,390.7% |
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