+397.7%
BAC vs BTI
+68.1%
+329.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.0% |
| 7D | +0.6% | -2.4% | +3.0% | +1.5% |
| 30D | -1.4% | -4.8% | +3.4% | +0.4% |
| 3M | +15.7% | -8.1% | +23.9% | +18.9% |
| 6M | +32.2% | -4.2% | +36.4% | +32.8% |
| YTD | +15.8% | -1.3% | +17.1% | +14.5% |
| 1Y | +27.3% | +2.1% | +25.2% | +23.9% |
| 3Y | +137.5% | +108.9% | +28.5% | +65.6% |
| 5Y | +73.1% | +114.5% | -41.4% | +18.6% |
| 10Y | +397.7% | +72.2% | +325.5% | +244.8% |
| All | +397.7% | +68.1% | +329.6% | +244.8% |
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 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