+1,470.1%
BA vs BTI
+6,777.2%
-5,307.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.4% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | -7.9% | +13.0% | -20.9% | -10.7% |
| 3M | -25.3% | +5.3% | -30.7% | -26.4% |
| 6M | -24.6% | +5.3% | -29.9% | -26.0% |
| YTD | -20.1% | +12.4% | -32.5% | -23.1% |
| 1Y | -11.8% | +18.9% | -30.7% | -16.3% |
| 3Y | -10.1% | +144.0% | -154.2% | -29.8% |
| 5Y | -22.7% | +156.3% | -179.0% | -40.4% |
| 10Y | +35.1% | +115.3% | -80.2% | +7.2% |
| All | +1,470.1% | +6,777.2% | -5,307.1% | +658.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling