+63.6%
DIA vs BTI
+113.9%
-50.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.4% |
| 7D | -1.2% | -2.4% | +1.2% | -0.7% |
| 30D | -2.7% | -4.8% | +2.1% | -1.8% |
| 3M | +3.3% | -8.1% | +11.4% | +4.8% |
| 6M | +10.4% | -4.2% | +14.6% | +10.7% |
| YTD | +10.0% | -1.3% | +11.3% | +9.4% |
| 1Y | +16.2% | +2.1% | +14.1% | +14.5% |
| 3Y | +58.7% | +108.9% | -50.2% | +26.7% |
| 5Y | +63.6% | +114.5% | -50.9% | +29.2% |
| All | +63.6% | +113.9% | -50.4% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling