+85.9%
BTI vs DBX
+16.6%
+69.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | -0.1% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | -7.0% | -2.9% | -4.2% | -6.8% |
| 3M | -6.3% | +23.8% | -30.2% | -8.5% |
| 6M | -2.0% | +26.2% | -28.2% | -4.8% |
| YTD | +0.2% | +21.6% | -21.4% | -2.3% |
| 1Y | +3.8% | +11.4% | -7.6% | +2.0% |
| 3Y | +112.1% | +21.3% | +90.8% | +103.3% |
| 5Y | +113.6% | +6.7% | +107.0% | +105.0% |
| All | +85.9% | +16.6% | +69.4% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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