+6,012.7%
BTI vs BRO
+25,535.4%
-19,522.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.2% | -7.3% | +7.1% | +0.9% |
| 30D | -1.1% | -6.9% | +5.8% | -0.1% |
| 3M | -8.8% | +10.7% | -19.4% | -10.2% |
| 6M | -4.0% | -2.7% | -1.3% | -3.9% |
| YTD | +0.4% | -16.3% | +16.7% | +2.5% |
| 1Y | +1.9% | -29.1% | +31.0% | +6.5% |
| 3Y | +108.5% | -7.8% | +116.3% | +108.6% |
| 5Y | +118.5% | +18.7% | +99.8% | +108.8% |
| 10Y | +75.1% | +291.9% | -216.8% | +42.7% |
| All | +6,012.7% | +25,535.4% | -19,522.7% | +4,042.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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