+950.6%
BX vs BTI
+388.2%
+562.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -2.0% | -1.4% | -0.6% | -1.1% |
| 30D | -2.3% | -7.0% | +4.7% | +1.8% |
| 3M | +18.5% | -6.3% | +24.8% | +22.0% |
| 6M | +23.7% | -2.0% | +25.7% | +22.7% |
| YTD | -10.4% | +0.2% | -10.5% | -12.9% |
| 1Y | -19.6% | +3.8% | -23.3% | -23.9% |
| 3Y | +30.8% | +112.1% | -81.3% | -25.0% |
| 5Y | +24.3% | +113.6% | -89.3% | -30.6% |
| 10Y | +679.5% | +69.6% | +609.9% | +364.4% |
| All | +950.6% | +388.2% | +562.4% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling