+371.6%
ALL vs BTI
+131.8%
+239.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +5.0% | +1.6% | +3.4% | +4.5% |
| 30D | +13.3% | +9.2% | +4.1% | +10.2% |
| 3M | +3.2% | +9.6% | -6.5% | +0.2% |
| 6M | +25.3% | -2.4% | +27.8% | +26.0% |
| YTD | +30.5% | +14.2% | +16.2% | +23.9% |
| 1Y | +29.2% | +20.3% | +8.9% | +20.5% |
| 3Y | +119.1% | +147.4% | -28.3% | +58.5% |
| 5Y | +162.6% | +155.4% | +7.2% | +86.6% |
| All | +371.6% | +131.8% | +239.8% | +230.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling