+5,008.9%
FLEX vs BTI
+5,432.9%
-424.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.0% | +5.4% |
| 7D | -19.3% | -1.0% | -18.3% | -19.3% |
| 30D | -41.5% | +13.0% | -54.5% | -43.5% |
| 3M | -43.1% | +5.3% | -48.4% | -44.2% |
| 6M | -48.2% | +5.3% | -53.5% | -49.6% |
| YTD | +15.5% | +12.4% | +3.1% | +10.4% |
| 1Y | +10.2% | +18.9% | -8.7% | +4.0% |
| 3Y | +256.8% | +144.0% | +112.8% | +177.4% |
| 5Y | +408.2% | +156.3% | +252.0% | +288.6% |
| 10Y | +580.9% | +115.3% | +465.6% | +434.2% |
| All | +5,008.9% | +5,432.9% | -424.1% | +2,924.1% |
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