+1,107.0%
DIA vs BTI
+3,096.8%
-1,989.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +2.1% | +1.6% | +0.5% | +1.7% |
| 30D | +1.5% | +9.2% | -7.7% | -0.8% |
| 3M | -2.4% | +9.6% | -12.1% | -4.8% |
| 6M | +6.0% | -2.4% | +8.4% | +6.1% |
| YTD | +10.1% | +14.2% | -4.2% | +5.6% |
| 1Y | +11.8% | +20.3% | -8.5% | +5.8% |
| 3Y | +59.7% | +147.4% | -87.7% | +24.4% |
| 5Y | +57.9% | +155.4% | -97.6% | +21.2% |
| 10Y | +236.2% | +127.3% | +108.9% | +158.7% |
| All | +1,107.0% | +3,096.8% | -1,989.8% | +571.0% |
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 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