+614.8%
FLEX vs BTI
+131.8%
+483.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.5% |
| 7D | +7.5% | +1.6% | +5.8% | +6.8% |
| 30D | -25.3% | +9.2% | -34.5% | -27.9% |
| 3M | -39.7% | +9.6% | -49.3% | -42.1% |
| 6M | -47.9% | -2.4% | -45.4% | -48.4% |
| YTD | +24.1% | +14.2% | +9.9% | +14.9% |
| 1Y | +26.0% | +20.3% | +5.7% | +14.2% |
| 3Y | +282.7% | +147.4% | +135.3% | +145.8% |
| 5Y | +424.2% | +155.4% | +268.8% | +224.9% |
| All | +614.8% | +131.8% | +483.0% | +340.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling