+53.9%
BTI vs NTR
+97.9%
-44.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | -1.1% | +16.8% | -17.9% | -4.3% |
| 3M | -8.8% | +20.7% | -29.5% | -12.5% |
| 6M | -4.0% | +0.5% | -4.5% | -4.6% |
| YTD | +0.4% | +29.2% | -28.8% | -5.9% |
| 1Y | +1.9% | +39.6% | -37.7% | -6.4% |
| 3Y | +108.5% | +37.9% | +70.6% | +89.3% |
| 5Y | +118.5% | +47.1% | +71.5% | +82.3% |
| All | +53.9% | +97.9% | -44.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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