-23.7%
FPS vs BTI
+5.1%
-28.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | +0.7% |
| 7D | +13.6% | +1.6% | +11.9% | +14.8% |
| 30D | -32.4% | +9.2% | -41.6% | -29.6% |
| 3M | -41.1% | +9.6% | -50.7% | -38.2% |
| 6M | -51.4% | -2.4% | -49.0% | -45.5% |
| All | -23.7% | +5.1% | -28.8% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling