+48.3%
D vs BTI
+125.1%
-76.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +10.9% | +9.6% | +1.3% | +7.9% |
| 3M | +2.8% | +8.3% | -5.5% | +0.3% |
| 6M | +12.7% | +7.5% | +5.2% | +9.9% |
| YTD | +20.3% | +12.3% | +8.1% | +15.4% |
| 1Y | +17.1% | +16.2% | +0.9% | +11.0% |
| 3Y | +75.1% | +148.0% | -72.8% | +29.8% |
| 5Y | +13.1% | +153.2% | -140.1% | -17.6% |
| 10Y | +48.3% | +128.2% | -80.0% | -7.2% |
| All | +48.3% | +125.1% | -76.8% | -7.2% |
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