+826.4%
FN vs BTI
+114.6%
+711.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.3% | +13.2% | +12.1% |
| 7D | +16.3% | -2.9% | +19.2% | +16.7% |
| 30D | -24.7% | +8.3% | -33.0% | -26.5% |
| 3M | -34.9% | +2.9% | -37.8% | -35.8% |
| 6M | -41.1% | +6.2% | -47.3% | -43.0% |
| YTD | -19.6% | +10.9% | -30.5% | -23.0% |
| 1Y | -18.5% | +16.6% | -35.1% | -22.8% |
| 3Y | +119.1% | +142.2% | -23.1% | +62.1% |
| 5Y | +206.9% | +151.3% | +55.7% | +122.9% |
| 10Y | +826.4% | +113.9% | +712.5% | +578.6% |
| All | +826.4% | +114.6% | +711.9% | +578.6% |
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