+71.4%
BTI vs A
+256.4%
-185.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.2% |
| 7D | -0.2% | -2.6% | +2.4% | +0.3% |
| 30D | -1.1% | -0.9% | -0.2% | -1.0% |
| 3M | -8.8% | +13.6% | -22.4% | -11.1% |
| 6M | -4.0% | +27.8% | -31.8% | -9.1% |
| YTD | +0.4% | +8.6% | -8.3% | -2.0% |
| 1Y | +1.9% | +16.9% | -14.9% | -2.2% |
| 3Y | +108.5% | +32.9% | +75.6% | +89.1% |
| 5Y | +118.5% | -14.1% | +132.6% | +119.6% |
| All | +71.4% | +256.4% | -185.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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