-41.5%
DIS vs BTI
+115.0%
-156.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -1.1% | -1.4% | +0.3% | -0.7% |
| 30D | +0.1% | -7.0% | +7.2% | +2.2% |
| 3M | +7.1% | -6.3% | +13.4% | +8.9% |
| 6M | +4.3% | -2.0% | +6.2% | +4.4% |
| YTD | -6.9% | +0.2% | -7.1% | -7.8% |
| 1Y | -10.3% | +3.8% | -14.1% | -12.1% |
| 3Y | +32.8% | +112.1% | -79.2% | -2.6% |
| 5Y | -41.5% | +113.6% | -155.1% | -57.2% |
| All | -41.5% | +115.0% | -156.5% | -57.2% |
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