+753.6%
B vs BTI
+6,686.8%
-5,933.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.4% |
| 7D | +11.3% | -2.9% | +14.3% | +11.8% |
| 30D | +2.9% | +8.3% | -5.3% | +1.8% |
| 3M | -2.9% | +2.9% | -5.8% | -3.4% |
| 6M | -1.2% | +6.2% | -7.4% | -2.4% |
| YTD | -1.3% | +10.9% | -12.2% | -3.2% |
| 1Y | +30.4% | +16.6% | +13.8% | +27.1% |
| 3Y | +195.3% | +142.2% | +53.0% | +159.5% |
| 5Y | +146.2% | +151.3% | -5.1% | +115.2% |
| 10Y | +200.5% | +113.9% | +86.6% | +163.5% |
| All | +753.6% | +6,686.8% | -5,933.2% | +605.1% |
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 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