+3,716.0%
ALL vs BTI
+5,043.1%
-1,327.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | -1.5% | -6.6% | +5.1% | +0.3% |
| 3M | +23.6% | -3.0% | +26.6% | +24.5% |
| 6M | +22.3% | -6.7% | +29.0% | +24.1% |
| YTD | +26.5% | +0.6% | +26.0% | +25.5% |
| 1Y | +27.0% | +5.6% | +21.4% | +24.1% |
| 3Y | +149.6% | +110.3% | +39.3% | +99.9% |
| 5Y | +118.1% | +114.3% | +3.8% | +72.9% |
| 10Y | +369.0% | +67.7% | +301.3% | +284.1% |
| All | +3,716.0% | +5,043.1% | -1,327.1% | +1,667.2% |
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 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