+71.4%
BTI vs DG
+101.8%
-30.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -0.2% | -6.5% | +6.3% | +0.6% |
| 30D | -1.1% | +4.2% | -5.2% | -1.6% |
| 3M | -8.8% | +9.5% | -18.3% | -9.8% |
| 6M | -4.0% | -13.1% | +9.2% | -2.6% |
| YTD | +0.4% | -4.8% | +5.2% | +0.5% |
| 1Y | +1.9% | +20.6% | -18.7% | -1.2% |
| 3Y | +108.5% | +4.9% | +103.6% | +100.9% |
| 5Y | +118.5% | -37.9% | +156.4% | +125.7% |
| All | +71.4% | +101.8% | -30.3% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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