+18.4%
BX vs BTI
+118.0%
-99.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -12.2% | -1.1% | -11.2% | -12.0% |
| 3M | +7.4% | -8.8% | +16.2% | +9.8% |
| 6M | +22.2% | -4.0% | +26.1% | +22.5% |
| YTD | -14.0% | +0.4% | -14.4% | -15.5% |
| 1Y | -27.3% | +1.9% | -29.2% | -29.0% |
| 3Y | +24.5% | +108.5% | -84.0% | -14.4% |
| All | +18.4% | +118.0% | -99.6% | -17.6% |
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