+161.3%
BTI vs DECK
+25.8%
+135.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +3.3% | +6.0% | -2.7% | +3.1% |
| 30D | +19.0% | +7.4% | +11.6% | +18.7% |
| 3M | +6.4% | -11.7% | +18.1% | +6.8% |
| 6M | +7.7% | -11.0% | +18.6% | +8.0% |
| YTD | +14.6% | -15.4% | +30.0% | +15.0% |
| 1Y | +22.0% | +7.2% | +14.8% | +22.0% |
| 3Y | +148.4% | -11.8% | +160.2% | +141.5% |
| 5Y | +161.3% | +24.3% | +137.0% | +131.0% |
| All | +161.3% | +25.8% | +135.5% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling