+12,674.7%
BLK vs BTI
+2,682.6%
+9,992.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -5.2% | -2.0% | -3.2% | -4.5% |
| 30D | -7.0% | -3.4% | -3.6% | -5.9% |
| 3M | +5.7% | -9.0% | +14.7% | +8.8% |
| 6M | +11.0% | -5.0% | +16.0% | +12.2% |
| YTD | +0.9% | -0.3% | +1.2% | -0.1% |
| 1Y | -1.6% | +3.1% | -4.7% | -3.9% |
| 3Y | +64.5% | +111.0% | -46.5% | +21.1% |
| 5Y | +30.9% | +117.0% | -86.2% | -5.5% |
| 10Y | +275.1% | +73.9% | +201.2% | +182.4% |
| All | +12,674.7% | +2,682.6% | +9,992.1% | +7,728.1% |
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