+36.4%
BP vs BTI
+113.6%
-77.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +0.9% | -1.4% | +2.3% | +1.0% |
| 30D | +9.1% | -7.0% | +16.2% | +9.8% |
| 3M | +3.9% | -6.3% | +10.2% | +4.3% |
| 6M | +13.6% | -2.0% | +15.6% | +13.3% |
| YTD | +34.0% | +0.2% | +33.8% | +33.1% |
| 1Y | +39.2% | +3.8% | +35.4% | +37.7% |
| 3Y | +36.4% | +112.1% | -75.7% | +18.8% |
| All | +36.4% | +113.6% | -77.2% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling