-99.9%
DFNS vs BTI
+150.7%
-250.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.2% |
| 7D | -6.3% | -0.2% | -6.1% | -6.5% |
| 30D | -74.0% | -1.1% | -72.9% | -74.0% |
| 3M | -70.1% | -8.8% | -61.4% | -71.2% |
| 6M | -93.9% | -4.0% | -90.0% | -94.0% |
| YTD | -98.1% | +0.4% | -98.5% | -98.1% |
| 1Y | -98.3% | +1.9% | -100.2% | -98.3% |
| 3Y | -99.9% | +108.5% | -208.4% | -99.8% |
| 5Y | -99.9% | +118.5% | -218.4% | -99.8% |
| All | -99.9% | +150.7% | -250.6% | -99.8% |
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