+1,163.5%
C vs BTI
+6,053.3%
-4,889.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +3.6% | -1.4% | +5.0% | +4.2% |
| 30D | +0.1% | -6.6% | +6.7% | +2.6% |
| 3M | +2.4% | -3.0% | +5.4% | +2.9% |
| 6M | +24.9% | -6.7% | +31.6% | +26.7% |
| YTD | +19.8% | +0.6% | +19.2% | +17.8% |
| 1Y | +44.9% | +5.6% | +39.3% | +39.4% |
| 3Y | +263.0% | +110.3% | +152.7% | +161.1% |
| 5Y | +129.5% | +114.3% | +15.3% | +63.2% |
| 10Y | +291.6% | +67.7% | +223.9% | +196.4% |
| All | +1,163.5% | +6,053.3% | -4,889.8% | +284.8% |
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