+1,027.9%
C vs BTI
+6,769.3%
-5,741.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -0.4% | -0.1% | -0.2% | -0.4% |
| 30D | -5.2% | +9.6% | -14.8% | -8.6% |
| 3M | -9.1% | +8.3% | -17.4% | -12.1% |
| 6M | -1.6% | +7.5% | -9.1% | -5.5% |
| YTD | +6.9% | +12.3% | -5.3% | +0.5% |
| 1Y | +23.0% | +16.2% | +6.8% | +13.9% |
| 3Y | +216.1% | +148.0% | +68.2% | +112.9% |
| 5Y | +112.2% | +153.2% | -41.0% | +41.1% |
| 10Y | +208.8% | +128.2% | +80.5% | +108.0% |
| All | +1,027.9% | +6,769.3% | -5,741.4% | +228.4% |
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