+71.4%
BTI vs NTRS
+259.9%
-188.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -0.2% | +1.4% | -1.6% | -0.5% |
| 30D | -1.1% | -0.7% | -0.4% | -1.0% |
| 3M | -8.8% | +11.3% | -20.1% | -11.0% |
| 6M | -4.0% | +35.5% | -39.5% | -10.6% |
| YTD | +0.4% | +40.6% | -40.2% | -7.5% |
| 1Y | +1.9% | +49.2% | -47.3% | -7.5% |
| 3Y | +108.5% | +167.2% | -58.7% | +60.9% |
| 5Y | +118.5% | +94.9% | +23.6% | +78.8% |
| All | +71.4% | +259.9% | -188.5% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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