+1,220.5%
BTI vs ITOT
+887.7%
+332.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -0.2% | -0.9% | +0.7% | +0.4% |
| 30D | -1.1% | -1.5% | +0.4% | -0.2% |
| 3M | -8.8% | +3.6% | -12.3% | -10.9% |
| 6M | -4.0% | +13.7% | -17.6% | -11.7% |
| YTD | +0.4% | +12.9% | -12.6% | -7.4% |
| 1Y | +1.9% | +17.2% | -15.3% | -8.2% |
| 3Y | +108.5% | +75.6% | +32.9% | +41.6% |
| 5Y | +118.5% | +75.5% | +43.1% | +45.1% |
| 10Y | +75.1% | +302.0% | -226.8% | -36.1% |
| All | +1,220.5% | +887.7% | +332.9% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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