+998.2%
C vs BTI
+6,777.2%
-5,779.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.8% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | -6.0% | +13.0% | -19.0% | -10.4% |
| 3M | -10.5% | +5.3% | -15.9% | -12.6% |
| 6M | -5.7% | +5.3% | -11.0% | -8.7% |
| YTD | +4.1% | +12.4% | -8.3% | -2.2% |
| 1Y | +20.5% | +18.9% | +1.5% | +10.6% |
| 3Y | +208.1% | +144.0% | +64.1% | +108.8% |
| 5Y | +110.4% | +156.3% | -45.8% | +39.2% |
| 10Y | +234.6% | +115.3% | +119.4% | +130.0% |
| All | +998.2% | +6,777.2% | -5,779.0% | +219.6% |
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 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