+23.3%
BA vs BTI
+131.8%
-108.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.7% |
| 7D | -1.1% | +1.6% | -2.7% | -1.8% |
| 30D | -7.1% | +9.2% | -16.4% | -10.9% |
| 3M | -25.5% | +9.6% | -35.2% | -28.9% |
| 6M | -28.7% | -2.4% | -26.3% | -28.7% |
| YTD | -21.0% | +14.2% | -35.2% | -27.3% |
| 1Y | -11.9% | +20.3% | -32.2% | -21.0% |
| 3Y | -16.2% | +147.4% | -163.6% | -50.5% |
| 5Y | -22.4% | +155.4% | -177.8% | -55.6% |
| All | +23.3% | +131.8% | -108.5% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling