-22.6%
FPS vs BTI
+5.3%
-27.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.4% | -20.7% | -15.5% |
| 7D | -23.3% | +5.3% | -28.6% | -21.1% |
| 30D | -42.4% | +19.1% | -61.5% | -38.5% |
| 3M | -43.0% | +6.5% | -49.6% | -39.9% |
| 6M | -44.5% | +9.4% | -53.9% | -43.5% |
| All | -22.6% | +5.3% | -27.9% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling