+14,337.8%
DE vs BTI
+6,031.1%
+8,306.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | +0.7% | -1.4% | +2.1% | +1.1% |
| 30D | +9.6% | -7.0% | +16.7% | +11.7% |
| 3M | +19.0% | -6.3% | +25.3% | +20.8% |
| 6M | +16.1% | -2.0% | +18.0% | +16.0% |
| YTD | +47.0% | +0.2% | +46.8% | +46.1% |
| 1Y | +43.1% | +3.8% | +39.4% | +40.7% |
| 3Y | +77.5% | +112.1% | -34.6% | +42.8% |
| 5Y | +96.4% | +113.6% | -17.2% | +56.9% |
| 10Y | +852.9% | +69.6% | +783.3% | +685.2% |
| All | +14,337.8% | +6,031.1% | +8,306.7% | +5,666.7% |
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