+114.8%
ALL vs BTI
+115.0%
-0.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -1.7% | -1.4% | -0.3% | -1.3% |
| 30D | -4.7% | -7.0% | +2.4% | -2.6% |
| 3M | +18.4% | -6.3% | +24.7% | +20.5% |
| 6M | +20.5% | -2.0% | +22.5% | +20.6% |
| YTD | +23.5% | +0.2% | +23.3% | +22.3% |
| 1Y | +29.0% | +3.8% | +25.2% | +25.9% |
| 3Y | +153.7% | +112.1% | +41.6% | +89.2% |
| 5Y | +114.8% | +113.6% | +1.2% | +55.6% |
| All | +114.8% | +115.0% | -0.2% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling