+113.6%
BTI vs CAPR
+87.6%
+26.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.3% | -0.4% |
| 7D | -1.4% | -9.5% | +8.1% | -1.4% |
| 30D | -7.0% | +121.5% | -128.6% | -7.0% |
| 3M | -6.3% | -65.4% | +59.0% | -6.3% |
| 6M | -2.0% | -67.5% | +65.6% | -2.0% |
| YTD | +0.2% | -68.6% | +68.8% | +0.2% |
| 1Y | +3.8% | +42.7% | -38.9% | +3.8% |
| 3Y | +112.1% | +43.4% | +68.7% | +107.5% |
| 5Y | +113.6% | +86.0% | +27.6% | +102.8% |
| All | +113.6% | +87.6% | +26.0% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling