+1,335.7%
BP vs BTI
+6,053.4%
-4,717.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +3.9% | -1.4% | +5.3% | +4.3% |
| 30D | +7.6% | -6.6% | +14.2% | +9.6% |
| 3M | +0.7% | -3.0% | +3.7% | +1.1% |
| 6M | +15.5% | -6.7% | +22.2% | +16.8% |
| YTD | +30.8% | +0.6% | +30.3% | +29.4% |
| 1Y | +34.3% | +5.6% | +28.7% | +30.8% |
| 3Y | +35.1% | +110.3% | -75.3% | +6.2% |
| 5Y | +126.8% | +114.3% | +12.6% | +77.8% |
| 10Y | +123.4% | +67.7% | +55.7% | +82.8% |
| All | +1,335.7% | +6,053.4% | -4,717.7% | +539.8% |
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