-66.9%
BAX vs BTI
+115.0%
-181.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.6% |
| 7D | -2.4% | -1.4% | -1.1% | -2.0% |
| 30D | -9.7% | -7.0% | -2.7% | -7.8% |
| 3M | +29.3% | -6.3% | +35.6% | +31.7% |
| 6M | +40.7% | -2.0% | +42.6% | +41.1% |
| YTD | +30.3% | +0.2% | +30.1% | +29.5% |
| 1Y | +3.4% | +3.8% | -0.4% | +1.5% |
| 3Y | -32.0% | +112.1% | -144.1% | -49.2% |
| 5Y | -66.9% | +113.6% | -180.5% | -75.7% |
| All | -66.9% | +115.0% | -181.8% | -75.7% |
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 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