+2,271.9%
D vs BTI
+6,053.3%
-3,781.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +0.4% | -1.4% | +1.8% | +0.7% |
| 30D | -3.6% | -6.6% | +3.1% | -2.3% |
| 3M | -1.0% | -3.0% | +2.0% | -0.6% |
| 6M | +6.3% | -6.7% | +13.0% | +7.4% |
| YTD | +14.7% | +0.6% | +14.2% | +14.2% |
| 1Y | +16.9% | +5.6% | +11.3% | +15.2% |
| 3Y | +56.8% | +110.3% | -53.5% | +34.9% |
| 5Y | +5.2% | +114.3% | -109.1% | -10.2% |
| 10Y | +35.9% | +67.7% | -31.8% | +18.1% |
| All | +2,271.9% | +6,053.3% | -3,781.4% | +1,207.1% |
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