+1,091.0%
BAC vs BTI
+6,686.8%
-5,595.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.7% |
| 7D | +2.0% | -2.9% | +4.9% | +3.0% |
| 30D | -6.9% | +8.3% | -15.2% | -9.5% |
| 3M | -19.6% | +2.9% | -22.5% | -20.6% |
| 6M | -0.5% | +6.2% | -6.7% | -3.4% |
| YTD | -6.6% | +10.9% | -17.5% | -11.0% |
| 1Y | -3.0% | +16.6% | -19.5% | -9.2% |
| 3Y | +97.3% | +142.2% | -44.9% | +41.6% |
| 5Y | +21.9% | +151.3% | -129.4% | -13.8% |
| 10Y | +251.7% | +113.9% | +137.8% | +154.3% |
| All | +1,091.0% | +6,686.8% | -5,595.8% | +352.9% |
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