+70.3%
BTI vs M
-10.0%
+80.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.7% | +5.7% | +1.4% |
| 7D | -2.0% | -8.8% | +6.8% | -1.3% |
| 30D | -3.4% | -16.4% | +13.0% | -2.1% |
| 3M | -9.0% | -10.8% | +1.8% | -8.3% |
| 6M | -5.0% | +16.1% | -21.1% | -6.5% |
| YTD | -0.3% | -5.3% | +4.9% | -0.4% |
| 1Y | +3.1% | +24.9% | -21.7% | +0.6% |
| 3Y | +111.0% | +97.5% | +13.4% | +92.8% |
| 5Y | +117.0% | +20.4% | +96.6% | +101.3% |
| All | +70.3% | -10.0% | +80.2% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded M 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling