+49.1%
D vs BTI
+131.8%
-82.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -1.4% | +1.6% | -3.0% | -1.9% |
| 30D | +7.7% | +9.2% | -1.5% | +4.9% |
| 3M | -0.3% | +9.6% | -9.9% | -3.1% |
| 6M | +10.1% | -2.4% | +12.5% | +10.6% |
| YTD | +19.1% | +14.2% | +4.8% | +13.5% |
| 1Y | +15.9% | +20.3% | -4.4% | +8.7% |
| 3Y | +75.0% | +147.4% | -72.4% | +29.8% |
| 5Y | +13.4% | +155.4% | -142.1% | -17.7% |
| All | +49.1% | +131.8% | -82.7% | -9.6% |
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 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