+134.0%
BP vs BTI
+72.6%
+61.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | +5.7% | -2.0% | +7.7% | +6.6% |
| 30D | +8.1% | -3.4% | +11.5% | +9.5% |
| 3M | +8.6% | -9.0% | +17.6% | +12.1% |
| 6M | +18.1% | -5.0% | +23.1% | +19.0% |
| YTD | +37.6% | -0.3% | +37.9% | +35.4% |
| 1Y | +39.4% | +3.1% | +36.3% | +34.8% |
| 3Y | +40.1% | +111.0% | -70.9% | -5.7% |
| 5Y | +141.3% | +117.0% | +24.3% | +60.3% |
| All | +134.0% | +72.6% | +61.5% | +61.7% |
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