+1,735.9%
BE vs BTI
+109.1%
+1,626.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.0% | +9.7% |
| 7D | +29.8% | -1.4% | +31.1% | +30.1% |
| 30D | +26.4% | -7.0% | +33.4% | +28.5% |
| 3M | +9.3% | -6.3% | +15.6% | +8.2% |
| 6M | +105.1% | -2.0% | +107.0% | +96.3% |
| YTD | +219.0% | +0.2% | +218.9% | +200.6% |
| 1Y | +418.8% | +3.8% | +415.0% | +380.2% |
| All | +1,735.9% | +109.1% | +1,626.8% | +730.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling