+270.5%
FTI vs BTI
+109.4%
+161.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +1.5% | -1.1% | +2.6% | +1.6% |
| 3M | +8.2% | -8.8% | +17.0% | +9.6% |
| 6M | +18.8% | -4.0% | +22.8% | +19.1% |
| YTD | +71.7% | +0.4% | +71.3% | +70.3% |
| 1Y | +90.0% | +1.9% | +88.1% | +87.5% |
| 3Y | +270.5% | +108.5% | +162.0% | +201.2% |
| All | +270.5% | +109.4% | +161.1% | +201.2% |
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