+154.4%
BTI vs OUST
-53.0%
+207.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.5% | +9.9% | +1.4% |
| 7D | +1.6% | -3.8% | +5.4% | +1.6% |
| 30D | +9.2% | +5.1% | +4.2% | +9.3% |
| 3M | +9.6% | -25.8% | +35.5% | +9.7% |
| 6M | -2.4% | -2.0% | -0.4% | -2.8% |
| YTD | +14.2% | +54.7% | -40.5% | +13.3% |
| 1Y | +20.3% | +48.8% | -28.5% | +19.3% |
| 3Y | +147.4% | +607.8% | -460.4% | +139.3% |
| All | +154.4% | -53.0% | +207.4% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 5y: compounded portfolio wealth divided by compounded OUST 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…
5y analysis · Full analysis span regression · 6 months rolling