+71.4%
BTI vs USFR
+28.1%
+43.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | -1.1% | +0.4% | -1.4% | -1.5% |
| 3M | -8.8% | +1.0% | -9.8% | -9.9% |
| 6M | -4.0% | +2.0% | -5.9% | -6.2% |
| YTD | +0.4% | +2.8% | -2.4% | -2.9% |
| 1Y | +1.9% | +4.1% | -2.2% | -3.0% |
| 3Y | +108.5% | +14.1% | +94.4% | +79.7% |
| 5Y | +118.5% | +20.6% | +97.9% | +79.3% |
| All | +71.4% | +28.1% | +43.3% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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