+113.6%
BTI vs DECK
+874.1%
-760.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | -1.0% | +5.8% | -6.8% | -1.5% |
| 30D | +13.0% | +7.9% | +5.1% | +12.2% |
| 3M | +5.3% | -11.4% | +16.7% | +6.3% |
| 6M | +5.3% | -16.6% | +21.9% | +6.7% |
| YTD | +12.4% | -16.4% | +28.7% | +13.5% |
| 1Y | +18.9% | +8.6% | +10.3% | +17.6% |
| 3Y | +144.0% | -15.1% | +159.2% | +136.8% |
| 5Y | +156.3% | +22.9% | +133.4% | +132.6% |
| All | +113.6% | +874.1% | -760.5% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling