+131.9%
BTI vs BN
+290.8%
-158.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | +9.2% | +14.0% | -4.7% | +5.3% |
| 3M | +9.6% | -9.0% | +18.6% | +12.2% |
| 6M | -2.4% | -8.8% | +6.4% | -0.4% |
| YTD | +14.2% | -10.3% | +24.5% | +16.4% |
| 1Y | +20.3% | -5.8% | +26.1% | +20.8% |
| 3Y | +147.4% | +94.8% | +52.6% | +89.8% |
| 5Y | +155.4% | +31.5% | +124.0% | +118.7% |
| All | +131.9% | +290.8% | -158.9% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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