+0.4%
BX vs BTI
+153.9%
-153.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +0.6% | +1.6% | -1.1% | +0.1% |
| 30D | +14.2% | +9.2% | +5.0% | +11.5% |
| 3M | -18.7% | +9.6% | -28.4% | -20.9% |
| 6M | +2.5% | -2.4% | +4.9% | +3.0% |
| YTD | -18.8% | +14.2% | -33.0% | -23.1% |
| 1Y | -10.3% | +20.3% | -30.6% | -16.7% |
| 3Y | +35.4% | +147.4% | -112.0% | -12.1% |
| All | +0.4% | +153.9% | -153.5% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling