+872.5%
BAX vs BTI
+6,794.1%
-5,921.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.4% | -3.2% | +3.6% | +1.0% |
| 30D | +3.4% | +9.7% | -6.3% | +1.3% |
| 3M | -4.5% | +11.1% | -15.5% | -6.7% |
| 6M | +44.0% | -1.2% | +45.2% | +44.0% |
| YTD | +34.9% | +12.7% | +22.2% | +30.8% |
| 1Y | +37.9% | +15.8% | +22.1% | +32.9% |
| 3Y | -17.1% | +148.9% | -166.0% | -32.7% |
| 5Y | -64.3% | +151.9% | -216.2% | -71.2% |
| 10Y | -35.9% | +124.2% | -160.1% | -48.3% |
| All | +872.5% | +6,794.1% | -5,921.6% | +307.5% |
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