+795.1%
BKNG vs BTI
+2,901.2%
-2,106.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -10.7% | -2.0% | -8.7% | -10.2% |
| 30D | -18.1% | -3.4% | -14.7% | -17.4% |
| 3M | +8.5% | -9.0% | +17.5% | +11.0% |
| 6M | -0.1% | -5.0% | +5.0% | +0.8% |
| YTD | -18.2% | -0.3% | -17.9% | -18.8% |
| 1Y | -19.9% | +3.1% | -23.0% | -21.3% |
| 3Y | +41.6% | +111.0% | -69.4% | +14.0% |
| 5Y | +93.1% | +117.0% | -23.9% | +54.3% |
| 10Y | +214.8% | +73.9% | +140.9% | +157.8% |
| All | +795.1% | +2,901.2% | -2,106.1% | +584.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling