+25.0%
FLEX vs BTI
+24.7%
+0.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.4% | -15.7% | -11.2% |
| 7D | -17.0% | +5.3% | -22.3% | -15.4% |
| 30D | -33.8% | +19.1% | -52.9% | -30.9% |
| 3M | -39.0% | +6.5% | -45.6% | -36.9% |
| 6M | -15.9% | +9.4% | -25.3% | -15.4% |
| YTD | +27.8% | +14.4% | +13.4% | +23.4% |
| 1Y | +25.0% | +23.9% | +1.1% | +12.7% |
| All | +25.0% | +24.7% | +0.3% | +12.7% |
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 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