+2,371.3%
D vs BTI
+6,777.2%
-4,405.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.8% |
| 7D | +3.0% | -1.0% | +4.0% | +3.2% |
| 30D | +11.5% | +13.0% | -1.5% | +8.9% |
| 3M | +3.7% | +5.3% | -1.6% | +2.6% |
| 6M | +13.5% | +5.3% | +8.2% | +12.2% |
| YTD | +20.7% | +12.4% | +8.3% | +17.6% |
| 1Y | +18.2% | +18.9% | -0.7% | +13.9% |
| 3Y | +73.3% | +144.0% | -70.7% | +44.9% |
| 5Y | +12.3% | +156.3% | -144.0% | -7.4% |
| 10Y | +43.4% | +115.3% | -71.9% | +19.3% |
| All | +2,371.3% | +6,777.2% | -4,405.9% | +1,232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling