+1,663.1%
DIS vs BTI
+6,686.8%
-5,023.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.4% |
| 7D | +5.3% | -2.9% | +8.3% | +6.1% |
| 30D | +10.2% | +8.3% | +2.0% | +8.0% |
| 3M | +13.5% | +2.9% | +10.6% | +12.6% |
| 6M | +11.1% | +6.2% | +4.9% | +9.1% |
| YTD | +5.5% | +10.9% | -5.4% | +2.0% |
| 1Y | +9.1% | +16.6% | -7.4% | +4.2% |
| 3Y | +36.0% | +142.2% | -106.2% | +6.1% |
| 5Y | -29.8% | +151.3% | -181.1% | -46.0% |
| 10Y | +36.6% | +113.9% | -77.3% | +6.5% |
| All | +1,663.1% | +6,686.8% | -5,023.7% | +549.9% |
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