+206.7%
FN vs BTI
+154.4%
+52.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.9% |
| 7D | +8.0% | -3.0% | +11.1% | +8.0% |
| 30D | -19.1% | +9.8% | -28.9% | -19.6% |
| 3M | -29.8% | +9.2% | -39.0% | -30.2% |
| 6M | -43.2% | +4.0% | -47.2% | -43.4% |
| YTD | -18.9% | +12.7% | -31.6% | -20.2% |
| 1Y | -17.9% | +15.9% | -33.8% | -19.4% |
| 3Y | +120.1% | +148.9% | -28.8% | +76.7% |
| 5Y | +206.7% | +152.8% | +53.9% | +171.1% |
| All | +206.7% | +154.4% | +52.3% | +171.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling