+156.8%
BITO vs BTI
+109.4%
+47.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +21.4% | -1.1% | +22.5% | +21.5% |
| 3M | +20.5% | -8.8% | +29.3% | +22.1% |
| 6M | +7.4% | -4.0% | +11.3% | +7.6% |
| YTD | -13.9% | +0.4% | -14.2% | -14.1% |
| 1Y | -35.1% | +1.9% | -37.0% | -35.2% |
| 3Y | +156.8% | +108.5% | +48.3% | +112.3% |
| All | +156.8% | +109.4% | +47.4% | +112.3% |
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 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