+109.7%
BTI vs VSXY
+37.7%
+72.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.4% |
| 7D | -2.4% | -10.7% | +8.3% | -2.1% |
| 30D | -4.8% | -24.3% | +19.5% | -4.1% |
| 3M | -8.1% | +1.0% | -9.1% | -8.2% |
| 6M | -4.2% | +57.4% | -61.5% | -5.8% |
| YTD | -1.3% | +39.8% | -41.1% | -2.7% |
| 1Y | +2.1% | +196.5% | -194.4% | -2.1% |
| 3Y | +108.9% | +357.2% | -248.3% | +91.5% |
| 5Y | +114.5% | +18.9% | +95.6% | +109.0% |
| All | +109.7% | +37.7% | +72.0% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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