-13.6%
BKNG vs BTI
+24.7%
-38.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.4% | +6.4% | +9.4% |
| 7D | +15.6% | +5.3% | +10.3% | +15.0% |
| 30D | +8.0% | +19.1% | -11.1% | +6.9% |
| 3M | -11.8% | +6.5% | -18.3% | -12.6% |
| 6M | +3.8% | +9.4% | -5.7% | +3.9% |
| YTD | -19.6% | +14.4% | -34.0% | -18.8% |
| 1Y | -13.6% | +23.9% | -37.5% | -13.7% |
| All | -13.6% | +24.7% | -38.3% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling