+199.9%
B vs BTI
+72.6%
+127.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | -5.0% | -2.0% | -3.0% | -4.6% |
| 30D | +8.7% | -3.4% | +12.1% | +9.5% |
| 3M | +17.3% | -9.0% | +26.3% | +19.5% |
| 6M | -5.0% | -5.0% | 0.0% | -4.5% |
| YTD | +1.4% | -0.3% | +1.8% | +0.7% |
| 1Y | +50.5% | +3.1% | +47.4% | +47.9% |
| 3Y | +194.4% | +111.0% | +83.4% | +141.5% |
| 5Y | +156.7% | +117.0% | +39.7% | +109.3% |
| All | +199.9% | +72.6% | +127.3% | +137.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling