+16.8%
BNY vs BTI
-8.1%
+24.9%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | +0.1% |
| 7D | -1.1% | -2.0% | +0.9% | -1.3% |
| 30D | +1.4% | -3.4% | +4.8% | +1.1% |
| 3M | +16.8% | -9.0% | +25.8% | +16.0% |
| All | +16.8% | -8.1% | +24.9% | +16.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling