+33.0%
BLK vs BTI
+118.0%
-85.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | -6.5% | -1.1% | -5.4% | -6.2% |
| 3M | +6.7% | -8.8% | +15.5% | +9.3% |
| 6M | +14.7% | -4.0% | +18.7% | +15.3% |
| YTD | +2.5% | +0.4% | +2.2% | +1.3% |
| 1Y | -2.8% | +1.9% | -4.7% | -4.6% |
| 3Y | +65.9% | +108.5% | -42.7% | +22.3% |
| All | +33.0% | +118.0% | -85.0% | -6.2% |
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 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