+100.5%
FLEX vs BTI
+2.0%
+98.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.6% |
| 7D | +6.4% | -2.4% | +8.8% | +6.1% |
| 30D | -5.9% | -4.8% | -1.1% | -6.3% |
| 3M | -23.5% | -8.1% | -15.3% | -24.3% |
| 6M | +83.7% | -4.2% | +87.9% | +77.1% |
| YTD | +86.5% | -1.3% | +87.8% | +77.2% |
| 1Y | +100.5% | +2.1% | +98.4% | +92.0% |
| All | +100.5% | +2.0% | +98.5% | +92.0% |
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