+35.3%
D vs BTI
+67.8%
-32.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +0.8% | -1.4% | +2.1% | +1.2% |
| 30D | -0.7% | -7.0% | +6.3% | +1.4% |
| 3M | +2.1% | -6.3% | +8.4% | +3.9% |
| 6M | +6.8% | -2.0% | +8.8% | +7.0% |
| YTD | +16.5% | +0.2% | +16.3% | +15.7% |
| 1Y | +19.2% | +3.8% | +15.4% | +16.8% |
| 3Y | +61.9% | +112.1% | -50.2% | +25.5% |
| 5Y | +6.5% | +113.6% | -107.1% | -18.6% |
| 10Y | +35.3% | +69.6% | -34.3% | -1.5% |
| All | +35.3% | +67.8% | -32.5% | -1.5% |
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