+15.9%
D vs BTI
+18.0%
-2.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -1.4% | +1.6% | -3.0% | -1.8% |
| 30D | +7.7% | +9.2% | -1.5% | +5.5% |
| 3M | -0.3% | +9.6% | -9.9% | -2.4% |
| 6M | +10.1% | -2.4% | +12.5% | +10.8% |
| YTD | +19.1% | +14.2% | +4.8% | +14.7% |
| 1Y | +15.9% | +20.3% | -4.4% | +10.7% |
| All | +15.9% | +18.0% | -2.1% | +10.7% |
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