+152.8%
BTI vs DAR
-31.4%
+184.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.1% |
| 7D | -3.0% | +3.6% | -6.6% | -3.4% |
| 30D | +9.8% | -11.3% | +21.0% | +10.9% |
| 3M | +9.2% | -13.1% | +22.3% | +10.4% |
| 6M | +4.0% | -15.1% | +19.2% | +5.3% |
| YTD | +12.7% | +50.5% | -37.8% | +7.3% |
| 1Y | +15.9% | +57.9% | -42.0% | +9.7% |
| 3Y | +148.9% | +28.9% | +120.0% | +136.9% |
| 5Y | +152.8% | -31.4% | +184.2% | +169.4% |
| All | +152.8% | -31.4% | +184.2% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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