+65.9%
BLK vs BTI
+109.4%
-43.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -6.5% | -1.1% | -5.4% | -6.3% |
| 3M | +6.7% | -8.8% | +15.5% | +8.5% |
| 6M | +14.7% | -4.0% | +18.7% | +15.2% |
| YTD | +2.5% | +0.4% | +2.2% | +1.7% |
| 1Y | -2.8% | +1.9% | -4.7% | -3.9% |
| 3Y | +65.9% | +108.5% | -42.7% | +32.7% |
| All | +65.9% | +109.4% | -43.5% | +32.7% |
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 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