+335.7%
CSCO vs BTI
+128.6%
+207.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +6.6% | -3.2% | +9.8% | +7.5% |
| 30D | -11.3% | +9.7% | -21.0% | -13.8% |
| 3M | -17.3% | +11.1% | -28.4% | -20.1% |
| 6M | +3.5% | -1.2% | +4.7% | +3.1% |
| YTD | +34.9% | +12.7% | +22.2% | +28.3% |
| 1Y | +40.5% | +15.8% | +24.7% | +32.3% |
| 3Y | +109.3% | +148.9% | -39.6% | +48.5% |
| 5Y | +105.9% | +151.9% | -46.1% | +42.7% |
| All | +335.7% | +128.6% | +207.1% | +196.3% |
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