+28.1%
BA vs BTI
+114.6%
-86.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | 0.0% |
| 7D | -1.7% | -2.9% | +1.2% | -0.5% |
| 30D | -9.5% | +8.3% | -17.7% | -12.8% |
| 3M | -26.5% | +2.9% | -29.4% | -27.7% |
| 6M | -27.4% | +6.2% | -33.6% | -30.4% |
| YTD | -20.6% | +10.9% | -31.5% | -25.9% |
| 1Y | -11.4% | +16.6% | -28.0% | -19.4% |
| 3Y | -10.8% | +142.2% | -153.1% | -46.6% |
| 5Y | -21.9% | +151.3% | -173.2% | -54.8% |
| 10Y | +28.1% | +113.9% | -85.7% | -25.8% |
| All | +28.1% | +114.6% | -86.4% | -25.8% |
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