+3,538.8%
BTI vs DVA
+5,166.5%
-1,627.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -2.4% | +2.0% | -4.4% | -2.6% |
| 30D | -4.8% | -0.4% | -4.4% | -4.8% |
| 3M | -8.1% | -7.7% | -0.5% | -7.6% |
| 6M | -4.2% | +20.0% | -24.1% | -6.3% |
| YTD | -1.3% | +61.1% | -62.4% | -6.4% |
| 1Y | +2.1% | +33.9% | -31.7% | -1.6% |
| 3Y | +108.9% | +91.5% | +17.4% | +92.7% |
| 5Y | +114.5% | +41.8% | +72.7% | +100.9% |
| 10Y | +72.2% | +187.5% | -115.3% | +49.3% |
| All | +3,538.8% | +5,166.5% | -1,627.7% | +2,790.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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