+21.5%
BX vs BTI
+108.0%
-86.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.0% |
| 7D | -8.9% | -2.0% | -6.9% | -8.7% |
| 30D | -14.8% | -3.4% | -11.4% | -14.4% |
| 3M | +6.9% | -9.0% | +15.9% | +8.1% |
| 6M | +16.3% | -5.0% | +21.3% | +16.7% |
| YTD | -16.1% | -0.3% | -15.8% | -17.0% |
| 1Y | -26.8% | +3.1% | -29.9% | -28.0% |
| All | +21.5% | +108.0% | -86.4% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 3y: compounded portfolio wealth divided by compounded BTI 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…
3y analysis · Full analysis span regression · 6 months rolling