+195.3%
B vs BTI
+141.1%
+54.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.5% |
| 7D | +11.3% | -2.9% | +14.3% | +12.0% |
| 30D | +2.9% | +8.3% | -5.3% | +1.3% |
| 3M | -2.9% | +2.9% | -5.8% | -3.4% |
| 6M | -1.2% | +6.2% | -7.4% | -3.3% |
| YTD | -1.3% | +10.9% | -12.2% | -4.8% |
| 1Y | +30.4% | +16.6% | +13.8% | +23.8% |
| 3Y | +195.3% | +142.2% | +53.0% | +116.1% |
| All | +195.3% | +141.1% | +54.1% | +116.1% |
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