+3,646.0%
ALL vs BTI
+5,648.1%
-2,002.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -3.5% |
| 7D | -1.9% | -1.0% | -0.9% | -1.6% |
| 30D | +13.8% | +13.0% | +0.8% | +10.1% |
| 3M | -7.0% | +5.3% | -12.3% | -8.3% |
| 6M | +18.0% | +5.3% | +12.7% | +16.1% |
| YTD | +24.2% | +12.4% | +11.8% | +19.5% |
| 1Y | +31.2% | +18.9% | +12.2% | +24.1% |
| 3Y | +107.5% | +144.0% | -36.5% | +59.7% |
| 5Y | +144.8% | +156.3% | -11.5% | +84.9% |
| 10Y | +375.8% | +115.3% | +260.5% | +264.7% |
| All | +3,646.0% | +5,648.1% | -2,002.1% | +1,583.0% |
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 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