+15.2%
D vs BTI
+155.8%
-140.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.5% |
| 7D | +3.0% | -1.0% | +4.0% | +3.3% |
| 30D | +11.5% | +13.0% | -1.5% | +7.7% |
| 3M | +3.7% | +5.3% | -1.6% | +2.1% |
| 6M | +13.5% | +5.3% | +8.2% | +11.5% |
| YTD | +20.7% | +12.4% | +8.3% | +15.9% |
| 1Y | +18.2% | +18.9% | -0.7% | +11.5% |
| 3Y | +73.3% | +144.0% | -70.7% | +29.0% |
| All | +15.2% | +155.8% | -140.6% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling