+72.3%
BA vs BTI
+67.8%
+4.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +2.5% | -1.4% | +3.8% | +3.1% |
| 30D | -10.1% | -7.0% | -3.1% | -7.2% |
| 3M | -2.4% | -6.3% | +3.9% | -0.3% |
| 6M | -8.8% | -2.0% | -6.8% | -9.2% |
| YTD | -2.9% | +0.2% | -3.1% | -4.8% |
| 1Y | -8.8% | +3.8% | -12.5% | -12.3% |
| 3Y | -0.3% | +112.1% | -112.3% | -35.9% |
| 5Y | -0.3% | +113.6% | -113.9% | -36.9% |
| 10Y | +72.3% | +69.6% | +2.7% | +10.2% |
| All | +72.3% | +67.8% | +4.6% | +10.2% |
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