+2,112.4%
FTI vs BTI
+2,763.4%
-651.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -0.2% | -1.4% | +1.2% | +0.5% |
| 30D | +12.3% | -7.0% | +19.4% | +15.9% |
| 3M | +13.8% | -6.3% | +20.1% | +16.3% |
| 6M | +24.3% | -2.0% | +26.3% | +23.6% |
| YTD | +75.8% | +0.2% | +75.6% | +72.6% |
| 1Y | +99.6% | +3.8% | +95.8% | +92.3% |
| 3Y | +278.4% | +112.1% | +166.3% | +151.2% |
| 5Y | +1,168.7% | +113.6% | +1,055.1% | +733.0% |
| 10Y | +297.5% | +69.6% | +227.9% | +182.0% |
| All | +2,112.4% | +2,763.4% | -651.0% | +1,186.4% |
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