+156.0%
BTI vs USFR
+27.6%
+128.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | -7.0% | +0.3% | -7.4% | -7.1% |
| 3M | -6.3% | +1.0% | -7.3% | -6.6% |
| 6M | -2.0% | +1.9% | -3.9% | -2.6% |
| YTD | +0.2% | +2.7% | -2.5% | -0.7% |
| 1Y | +3.8% | +4.0% | -0.2% | +2.4% |
| 3Y | +112.1% | +14.0% | +98.0% | +103.9% |
| 5Y | +113.6% | +20.4% | +93.2% | +102.7% |
| 10Y | +69.6% | +28.1% | +41.6% | +58.9% |
| All | +156.0% | +27.6% | +128.4% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling