+74.8%
BTI vs FIVE
+502.5%
-427.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -1.4% | +3.7% | -5.0% | -1.7% |
| 30D | -7.0% | +4.0% | -11.0% | -7.4% |
| 3M | -6.3% | +36.2% | -42.6% | -8.9% |
| 6M | -2.0% | +18.0% | -20.0% | -3.7% |
| YTD | +0.2% | +34.9% | -34.7% | -2.8% |
| 1Y | +3.8% | +67.9% | -64.1% | -1.5% |
| 3Y | +112.1% | +57.3% | +54.8% | +99.7% |
| 5Y | +113.6% | +39.5% | +74.1% | +99.6% |
| All | +74.8% | +502.5% | -427.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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