+500.5%
BTI vs CAPR
-99.0%
+599.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.9% | +8.3% | +1.4% |
| 7D | +1.6% | +5.9% | -4.2% | +1.6% |
| 30D | +9.2% | +44.6% | -35.4% | +9.0% |
| 3M | +9.6% | +126.4% | -116.7% | +9.0% |
| 6M | -2.4% | -68.6% | +66.1% | -2.3% |
| YTD | +14.2% | -67.0% | +81.2% | +14.3% |
| 1Y | +20.3% | +65.2% | -44.9% | +17.8% |
| 3Y | +147.4% | +235.6% | -88.2% | +138.3% |
| 5Y | +155.4% | +175.4% | -20.0% | +145.2% |
| 10Y | +127.3% | -65.0% | +192.3% | +112.9% |
| All | +500.5% | -99.0% | +599.5% | +437.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling