+1,376.8%
BAC vs BTI
+6,053.3%
-4,676.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | +1.1% | -1.4% | +2.5% | +1.6% |
| 30D | -0.4% | -6.6% | +6.2% | +1.8% |
| 3M | +16.9% | -3.0% | +19.9% | +17.5% |
| 6M | +26.6% | -6.7% | +33.3% | +28.4% |
| YTD | +15.8% | +0.6% | +15.2% | +14.3% |
| 1Y | +27.2% | +5.6% | +21.6% | +23.2% |
| 3Y | +132.4% | +110.3% | +22.1% | +75.4% |
| 5Y | +72.6% | +114.3% | -41.7% | +29.0% |
| 10Y | +389.7% | +67.7% | +322.1% | +283.7% |
| All | +1,376.8% | +6,053.3% | -4,676.5% | +481.7% |
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 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