-63.3%
BAX vs BTI
+154.4%
-217.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -0.6% | -3.0% | +2.4% | +0.3% |
| 30D | +6.3% | +9.8% | -3.5% | +3.2% |
| 3M | -4.6% | +9.2% | -13.7% | -7.2% |
| 6M | +50.4% | +4.0% | +46.3% | +48.0% |
| YTD | +38.0% | +12.7% | +25.3% | +32.2% |
| 1Y | +44.6% | +15.9% | +28.7% | +37.2% |
| 3Y | -15.1% | +148.9% | -164.1% | -39.8% |
| 5Y | -63.3% | +152.8% | -216.1% | -74.6% |
| All | -63.3% | +154.4% | -217.6% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling