-100.0%
DFNS vs BTI
+181.5%
-281.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.4% | +12.3% | +12.9% |
| 7D | -13.0% | -3.0% | -9.9% | -14.6% |
| 30D | -56.9% | +9.8% | -66.6% | -54.6% |
| 3M | -93.2% | +9.2% | -102.4% | -92.8% |
| 6M | -95.4% | +4.0% | -99.5% | -95.3% |
| YTD | -99.5% | +12.7% | -112.2% | -99.5% |
| 1Y | -99.6% | +15.9% | -115.6% | -99.6% |
| 3Y | -100.0% | +148.9% | -248.9% | -100.0% |
| 5Y | -100.0% | +152.8% | -252.7% | -99.9% |
| All | -100.0% | +181.5% | -281.4% | -99.9% |
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