+875.9%
BAX vs BTI
+6,053.3%
-5,177.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -1.1% | -1.4% | +0.2% | -0.9% |
| 30D | -5.5% | -6.6% | +1.2% | -4.1% |
| 3M | +33.5% | -3.0% | +36.5% | +34.4% |
| 6M | +35.9% | -6.7% | +42.5% | +37.6% |
| YTD | +35.4% | +0.6% | +34.8% | +34.7% |
| 1Y | +9.8% | +5.6% | +4.2% | +8.0% |
| 3Y | -32.7% | +110.3% | -143.1% | -43.4% |
| 5Y | -65.6% | +114.3% | -179.8% | -71.2% |
| 10Y | -34.9% | +67.7% | -102.6% | -44.3% |
| All | +875.9% | +6,053.3% | -5,177.4% | +319.7% |
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