+1,105.4%
DIA vs BTI
+3,052.9%
-1,947.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | -3.2% | +4.8% | +2.4% |
| 30D | +1.2% | +9.7% | -8.5% | -1.1% |
| 3M | -2.4% | +11.1% | -13.5% | -5.1% |
| 6M | +5.7% | -1.2% | +6.9% | +5.4% |
| YTD | +9.9% | +12.7% | -2.7% | +5.8% |
| 1Y | +9.8% | +15.8% | -6.0% | +4.9% |
| 3Y | +59.8% | +148.9% | -89.1% | +24.3% |
| 5Y | +57.7% | +151.9% | -94.3% | +21.5% |
| 10Y | +235.8% | +124.2% | +111.6% | +159.3% |
| All | +1,105.4% | +3,052.9% | -1,947.5% | +572.4% |
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