+8.3%
DIS vs BTI
+24.7%
-16.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +3.3% |
| 7D | +9.1% | +5.3% | +3.8% | +7.7% |
| 30D | +14.8% | +19.1% | -4.3% | +10.0% |
| 3M | +21.2% | +6.5% | +14.6% | +18.8% |
| 6M | +18.3% | +9.4% | +8.9% | +15.9% |
| YTD | +5.4% | +14.4% | -9.0% | +0.5% |
| 1Y | +8.3% | +23.9% | -15.6% | -5.7% |
| All | +8.3% | +24.7% | -16.4% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling