+668.0%
BE vs BTI
+119.2%
+548.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.5% |
| 7D | +10.8% | +1.6% | +9.2% | +9.9% |
| 30D | -19.8% | +9.2% | -29.0% | -23.6% |
| 3M | -18.7% | +9.6% | -28.4% | -23.3% |
| 6M | -33.7% | -2.4% | -31.3% | -35.2% |
| YTD | +121.0% | +14.2% | +106.7% | +95.5% |
| 1Y | +85.4% | +20.3% | +65.1% | +58.7% |
| 3Y | +1,709.5% | +147.4% | +1,562.1% | +867.4% |
| 5Y | +462.2% | +155.4% | +306.8% | +185.9% |
| All | +668.0% | +119.2% | +548.8% | +137.8% |
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