+3,689.8%
FN vs BTI
+340.5%
+3,349.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.5% |
| 7D | -1.7% | -1.4% | -0.3% | -1.2% |
| 30D | -22.0% | -6.6% | -15.4% | -20.2% |
| 3M | -43.0% | -3.0% | -40.0% | -43.4% |
| 6M | -27.7% | -6.7% | -21.1% | -27.1% |
| YTD | -10.5% | +0.6% | -11.1% | -12.2% |
| 1Y | +12.5% | +5.6% | +6.9% | +8.4% |
| 3Y | +153.8% | +110.3% | +43.5% | +78.8% |
| 5Y | +288.0% | +114.3% | +173.7% | +166.9% |
| 10Y | +906.4% | +67.7% | +838.8% | +649.6% |
| All | +3,689.8% | +340.5% | +3,349.3% | +1,549.4% |
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