+140.1%
BP vs BTI
+128.6%
+11.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +2.5% | -3.2% | +5.7% | +3.8% |
| 30D | -5.6% | +9.7% | -15.3% | -9.3% |
| 3M | +8.0% | +11.1% | -3.0% | +3.1% |
| 6M | +5.7% | -1.2% | +6.9% | +5.1% |
| YTD | +36.8% | +12.7% | +24.2% | +27.7% |
| 1Y | +30.7% | +15.8% | +14.9% | +20.4% |
| 3Y | +51.6% | +148.9% | -97.3% | -5.7% |
| 5Y | +112.2% | +151.9% | -39.7% | +31.1% |
| All | +140.1% | +128.6% | +11.4% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling