+803.7%
B vs BTI
+6,053.3%
-5,249.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | +9.4% | -6.6% | +16.0% | +10.4% |
| 3M | +5.0% | -3.0% | +8.0% | +5.2% |
| 6M | -3.5% | -6.7% | +3.1% | -2.9% |
| YTD | +4.5% | +0.6% | +3.9% | +4.0% |
| 1Y | +67.8% | +5.6% | +62.2% | +65.8% |
| 3Y | +196.7% | +110.3% | +86.4% | +166.0% |
| 5Y | +151.9% | +114.3% | +37.7% | +125.1% |
| 10Y | +202.2% | +67.7% | +134.5% | +173.2% |
| All | +803.7% | +6,053.3% | -5,249.6% | +657.4% |
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