+11,671.2%
COST vs BTI
+6,031.1%
+5,640.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -3.2% | -1.4% | -1.8% | -2.9% |
| 30D | -4.0% | -7.0% | +3.1% | -2.7% |
| 3M | -6.5% | -6.3% | -0.2% | -5.4% |
| 6M | -8.5% | -2.0% | -6.6% | -8.4% |
| YTD | +6.0% | +0.2% | +5.8% | +5.6% |
| 1Y | -5.8% | +3.8% | -9.6% | -6.9% |
| 3Y | +71.8% | +112.1% | -40.2% | +47.8% |
| 5Y | +106.2% | +113.6% | -7.4% | +76.2% |
| 10Y | +602.0% | +69.6% | +532.4% | +508.7% |
| All | +11,671.2% | +6,031.1% | +5,640.0% | +5,140.3% |
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 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