+207.0%
C vs BTI
+131.8%
+75.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | +4.2% | +1.6% | +2.5% | +3.4% |
| 30D | +2.0% | +9.2% | -7.3% | -1.9% |
| 3M | -10.1% | +9.6% | -19.8% | -13.8% |
| 6M | +1.0% | -2.4% | +3.4% | +1.0% |
| YTD | +8.5% | +14.2% | -5.8% | +0.3% |
| 1Y | +25.7% | +20.3% | +5.4% | +13.3% |
| 3Y | +216.0% | +147.4% | +68.6% | +94.1% |
| 5Y | +112.3% | +155.4% | -43.1% | +27.0% |
| All | +207.0% | +131.8% | +75.2% | +91.3% |
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