-32.0%
BAX vs BTI
+113.6%
-145.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -2.4% | -1.4% | -1.1% | -2.1% |
| 30D | -9.7% | -7.0% | -2.7% | -8.2% |
| 3M | +29.3% | -6.3% | +35.6% | +31.2% |
| 6M | +40.7% | -2.0% | +42.6% | +41.3% |
| YTD | +30.3% | +0.2% | +30.1% | +30.1% |
| 1Y | +3.4% | +3.8% | -0.4% | +2.2% |
| 3Y | -32.0% | +112.1% | -144.1% | -47.2% |
| All | -32.0% | +113.6% | -145.7% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling