+217.6%
BAC vs BTI
+131.8%
+85.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | +3.2% | +1.6% | +1.6% | +2.6% |
| 30D | -0.7% | +9.2% | -10.0% | -4.1% |
| 3M | -20.0% | +9.6% | -29.6% | -23.0% |
| 6M | +3.4% | -2.4% | +5.9% | +3.6% |
| YTD | -5.7% | +14.2% | -20.0% | -12.2% |
| 1Y | -1.4% | +20.3% | -21.7% | -10.3% |
| 3Y | +97.9% | +147.4% | -49.5% | +26.7% |
| 5Y | +22.9% | +155.4% | -132.5% | -23.0% |
| All | +217.6% | +131.8% | +85.8% | +100.7% |
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