+2,943.1%
FN vs BTI
+384.6%
+2,558.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.5% | +15.1% | +12.8% |
| 7D | 0.0% | -1.0% | +1.0% | -0.1% |
| 30D | -34.3% | +13.0% | -47.3% | -37.5% |
| 3M | -39.9% | +3.7% | -43.5% | -41.3% |
| 6M | -51.8% | +3.7% | -55.5% | -53.6% |
| YTD | -28.1% | +10.6% | -38.8% | -32.4% |
| 1Y | -29.1% | +17.1% | -46.2% | -34.6% |
| 3Y | +102.4% | +140.2% | -37.8% | +34.5% |
| 5Y | +171.7% | +152.2% | +19.4% | +73.9% |
| 10Y | +773.5% | +111.9% | +661.6% | +471.0% |
| All | +2,943.1% | +384.6% | +2,558.5% | +1,168.9% |
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