+26.6%
BA vs BTI
+125.1%
-98.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | 0.0% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | -8.9% | +9.6% | -18.5% | -12.8% |
| 3M | -25.5% | +8.3% | -33.8% | -28.5% |
| 6M | -27.0% | +7.5% | -34.5% | -30.4% |
| YTD | -20.1% | +12.3% | -32.4% | -25.9% |
| 1Y | -11.0% | +16.2% | -27.2% | -18.9% |
| 3Y | -11.8% | +148.0% | -159.8% | -48.1% |
| 5Y | -20.6% | +153.2% | -173.9% | -54.5% |
| 10Y | +26.6% | +128.2% | -101.6% | -29.9% |
| All | +26.6% | +125.1% | -98.5% | -29.9% |
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