+198.7%
B vs BTI
+113.6%
+85.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +2.3% | -1.4% | +3.7% | +2.6% |
| 30D | +1.4% | -7.0% | +8.4% | +3.1% |
| 3M | +12.2% | -6.3% | +18.5% | +13.5% |
| 6M | -2.1% | -2.0% | -0.2% | -2.6% |
| YTD | +2.9% | +0.2% | +2.7% | +1.6% |
| 1Y | +55.3% | +3.8% | +51.5% | +51.4% |
| 3Y | +198.7% | +112.1% | +86.6% | +130.9% |
| All | +198.7% | +113.6% | +85.0% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling