+1,227.8%
BE vs BTI
+113.9%
+1,113.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | +23.9% | -2.4% | +26.4% | +24.7% |
| 30D | +27.8% | -4.8% | +32.6% | +29.4% |
| 3M | +3.7% | -8.1% | +11.8% | +3.9% |
| 6M | +78.0% | -4.2% | +82.1% | +73.8% |
| YTD | +209.9% | -1.3% | +211.2% | +198.0% |
| 1Y | +389.6% | +2.1% | +387.5% | +363.9% |
| 3Y | +1,730.6% | +108.9% | +1,621.7% | +1,056.8% |
| 5Y | +1,227.8% | +114.5% | +1,113.3% | +844.3% |
| All | +1,227.8% | +113.9% | +1,113.9% | +844.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling