+1,383.2%
BP vs BTI
+6,795.3%
-5,412.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -0.8% | -3.0% | +2.3% | +0.1% |
| 30D | -3.1% | +9.8% | -12.9% | -5.8% |
| 3M | +6.2% | +9.2% | -3.0% | +3.3% |
| 6M | +4.8% | +4.0% | +0.7% | +2.8% |
| YTD | +35.2% | +12.7% | +22.5% | +29.2% |
| 1Y | +27.4% | +15.9% | +11.5% | +20.8% |
| 3Y | +49.8% | +148.9% | -99.2% | +12.2% |
| 5Y | +109.4% | +152.8% | -43.4% | +56.3% |
| 10Y | +135.7% | +124.2% | +11.5% | +78.7% |
| All | +1,383.2% | +6,795.3% | -5,412.1% | +538.8% |
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 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