-0.9%
BA vs BTI
+115.0%
-115.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +1.2% | -1.4% | +2.5% | +1.5% |
| 30D | -11.6% | -6.6% | -5.0% | -10.1% |
| 3M | -2.4% | -3.0% | +0.6% | -2.1% |
| 6M | -6.6% | -6.7% | +0.1% | -5.6% |
| YTD | -2.2% | +0.6% | -2.8% | -3.6% |
| 1Y | -8.0% | +5.6% | -13.6% | -10.8% |
| 3Y | -5.0% | +110.3% | -115.3% | -30.7% |
| All | -0.9% | +115.0% | -115.9% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling