+294.7%
C vs BTI
+68.1%
+226.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | +2.6% | -2.4% | +5.0% | +3.6% |
| 30D | +1.9% | -4.8% | +6.7% | +3.9% |
| 3M | +2.8% | -8.1% | +10.9% | +5.6% |
| 6M | +30.6% | -4.2% | +34.7% | +30.8% |
| YTD | +19.9% | -1.3% | +21.2% | +18.2% |
| 1Y | +44.6% | +2.1% | +42.4% | +40.1% |
| 3Y | +272.1% | +108.9% | +163.2% | +149.7% |
| 5Y | +132.0% | +114.5% | +17.5% | +52.5% |
| 10Y | +294.7% | +72.2% | +222.4% | +167.6% |
| All | +294.7% | +68.1% | +226.5% | +167.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling