+875.2%
BAX vs BTI
+6,890.1%
-6,015.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +0.1% | +1.6% | -1.6% | -0.3% |
| 30D | +4.1% | +9.2% | -5.2% | +2.0% |
| 3M | -4.5% | +9.6% | -14.2% | -6.6% |
| 6M | +49.2% | -2.4% | +51.7% | +49.7% |
| YTD | +35.2% | +14.2% | +21.0% | +30.8% |
| 1Y | +38.3% | +20.3% | +18.0% | +32.2% |
| 3Y | -19.0% | +147.4% | -166.5% | -34.3% |
| 5Y | -64.2% | +155.4% | -219.6% | -71.2% |
| 10Y | -35.7% | +127.3% | -163.0% | -48.3% |
| All | +875.2% | +6,890.1% | -6,015.0% | +307.4% |
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