+157.6%
B vs BTI
+115.0%
+42.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -1.6% | -1.4% | -0.2% | -1.2% |
| 30D | +9.4% | -6.6% | +16.0% | +11.6% |
| 3M | +5.0% | -3.0% | +8.0% | +5.1% |
| 6M | -3.5% | -6.7% | +3.1% | -2.4% |
| YTD | +4.5% | +0.6% | +3.9% | +2.9% |
| 1Y | +67.8% | +5.6% | +62.2% | +62.3% |
| 3Y | +196.7% | +110.3% | +86.4% | +123.1% |
| All | +157.6% | +115.0% | +42.6% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling