+3,820.6%
ALL vs BTI
+5,662.2%
-1,841.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | 0.0% | -3.2% | +3.2% | +0.9% |
| 30D | +12.8% | +9.7% | +3.1% | +10.0% |
| 3M | +4.7% | +11.1% | -6.4% | +1.7% |
| 6M | +24.9% | -1.2% | +26.1% | +25.1% |
| YTD | +30.0% | +12.7% | +17.3% | +25.0% |
| 1Y | +29.9% | +15.8% | +14.1% | +23.9% |
| 3Y | +117.5% | +148.9% | -31.3% | +66.5% |
| 5Y | +161.7% | +151.9% | +9.8% | +98.6% |
| 10Y | +377.1% | +124.2% | +252.9% | +262.2% |
| All | +3,820.6% | +5,662.2% | -1,841.6% | +1,660.3% |
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