+29.2%
ALL vs BTI
+2.0%
+27.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -2.2% | -2.4% | +0.2% | -1.8% |
| 30D | -5.6% | -4.8% | -0.8% | -4.9% |
| 3M | +17.2% | -8.1% | +25.4% | +18.7% |
| 6M | +23.2% | -4.2% | +27.4% | +24.8% |
| YTD | +23.6% | -1.3% | +24.9% | +25.6% |
| 1Y | +29.2% | +2.1% | +27.0% | +31.4% |
| All | +29.2% | +2.0% | +27.2% | +31.4% |
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 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