-100.0%
DFNS vs BTI
+185.3%
-285.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -4.8% |
| 7D | -6.0% | +1.6% | -7.6% | -5.3% |
| 30D | -71.2% | +9.2% | -80.4% | -69.7% |
| 3M | -94.5% | +9.6% | -104.2% | -94.2% |
| 6M | -96.5% | -2.4% | -94.1% | -96.5% |
| YTD | -99.6% | +14.2% | -113.9% | -99.6% |
| 1Y | -99.7% | +20.3% | -120.0% | -99.7% |
| 3Y | -100.0% | +147.4% | -247.4% | -100.0% |
| 5Y | -100.0% | +155.4% | -255.4% | -100.0% |
| All | -100.0% | +185.3% | -285.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling