+117.0%
BTI vs DG
-39.4%
+156.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.1% |
| 7D | -2.0% | -6.3% | +4.3% | -1.4% |
| 30D | -3.4% | +2.4% | -5.9% | -3.7% |
| 3M | -9.0% | +12.4% | -21.4% | -9.9% |
| 6M | -5.0% | -14.9% | +9.9% | -4.0% |
| YTD | -0.3% | -6.1% | +5.7% | -0.1% |
| 1Y | +3.1% | +17.9% | -14.7% | +1.1% |
| 3Y | +111.0% | +3.1% | +107.8% | +105.7% |
| 5Y | +117.0% | -38.7% | +155.7% | +117.6% |
| All | +117.0% | -39.4% | +156.4% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling