+16.7%
BABA vs BTI
+67.8%
-51.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -0.2% | -1.4% | +1.2% | +0.2% |
| 30D | -12.3% | -7.0% | -5.2% | -10.5% |
| 3M | -5.3% | -6.3% | +1.0% | -4.1% |
| 6M | -13.1% | -2.0% | -11.1% | -13.3% |
| YTD | -22.4% | +0.2% | -22.6% | -23.2% |
| 1Y | -19.5% | +3.8% | -23.3% | -21.2% |
| 3Y | +32.9% | +112.1% | -79.1% | +2.7% |
| 5Y | -29.9% | +113.6% | -143.5% | -45.8% |
| 10Y | +16.7% | +69.6% | -52.9% | -9.7% |
| All | +16.7% | +67.8% | -51.0% | -9.7% |
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