-2.1%
BROS vs BTI
+147.5%
-149.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.4% | +5.1% | +6.4% |
| 7D | +6.3% | +1.6% | +4.7% | +6.1% |
| 30D | -8.3% | +9.2% | -17.6% | -9.2% |
| 3M | -29.8% | +9.6% | -39.4% | -30.5% |
| 6M | -25.8% | -2.4% | -23.4% | -25.9% |
| YTD | -41.4% | +14.2% | -55.6% | -42.3% |
| 1Y | -35.2% | +20.3% | -55.5% | -36.4% |
| 3Y | +32.8% | +147.4% | -114.6% | +10.2% |
| 5Y | -42.2% | +155.4% | -197.6% | -44.7% |
| All | -2.1% | +147.5% | -149.7% | -7.6% |
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