+7,920.7%
BNY vs BTI
+5,998.9%
+1,921.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.2% |
| 7D | -1.1% | -2.0% | +0.9% | -0.5% |
| 30D | +1.4% | -3.4% | +4.8% | +2.4% |
| 3M | +16.8% | -9.0% | +25.8% | +19.6% |
| 6M | +42.0% | -5.0% | +47.0% | +43.0% |
| YTD | +41.9% | -0.3% | +42.2% | +40.5% |
| 1Y | +59.2% | +3.1% | +56.1% | +55.7% |
| 3Y | +290.9% | +111.0% | +180.0% | +203.8% |
| 5Y | +259.0% | +117.0% | +142.0% | +175.7% |
| 10Y | +413.0% | +73.9% | +339.1% | +306.6% |
| All | +7,920.7% | +5,998.9% | +1,921.8% | +2,715.1% |
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