+22.6%
D vs BTI
+24.7%
-2.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.4% | +1.0% | +3.5% |
| 7D | +8.5% | +5.3% | +3.2% | +7.1% |
| 30D | +14.3% | +19.1% | -4.8% | +9.8% |
| 3M | +1.8% | +6.5% | -4.7% | +0.2% |
| 6M | +13.0% | +9.4% | +3.6% | +11.0% |
| YTD | +22.7% | +14.4% | +8.3% | +18.2% |
| 1Y | +22.6% | +23.9% | -1.3% | +13.8% |
| All | +22.6% | +24.7% | -2.1% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling