+175.6%
FN vs BTI
+153.9%
+21.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.4% | -8.7% | -7.3% |
| 7D | +0.3% | +1.6% | -1.4% | +0.3% |
| 30D | -16.5% | +9.2% | -25.8% | -16.9% |
| 3M | -42.1% | +9.6% | -51.7% | -42.4% |
| 6M | -52.9% | -2.4% | -50.4% | -52.3% |
| YTD | -28.0% | +14.2% | -42.2% | -29.1% |
| 1Y | -18.5% | +20.3% | -38.8% | -20.2% |
| 3Y | +93.9% | +147.4% | -53.5% | +56.8% |
| All | +175.6% | +153.9% | +21.7% | +145.1% |
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