+934.0%
BE vs BTI
+91.2%
+842.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.5% |
| 7D | +9.7% | -2.0% | +11.7% | +10.7% |
| 30D | +22.4% | -3.4% | +25.8% | +24.1% |
| 3M | +10.4% | -9.0% | +19.4% | +12.5% |
| 6M | +67.9% | -5.0% | +72.9% | +65.3% |
| YTD | +197.5% | -0.3% | +197.8% | +184.4% |
| 1Y | +310.6% | +3.1% | +307.4% | +284.6% |
| 3Y | +1,657.2% | +111.0% | +1,546.3% | +932.3% |
| 5Y | +1,218.2% | +117.0% | +1,101.1% | +633.9% |
| All | +934.0% | +91.2% | +842.7% | +246.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling