+1,458.7%
DIS vs BTI
+6,053.3%
-4,594.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -2.6% | -1.4% | -1.2% | -2.2% |
| 30D | +3.5% | -6.6% | +10.1% | +5.3% |
| 3M | +6.8% | -3.0% | +9.8% | +7.5% |
| 6M | +3.0% | -6.7% | +9.7% | +4.4% |
| YTD | -6.7% | +0.6% | -7.3% | -7.4% |
| 1Y | -10.1% | +5.6% | -15.7% | -12.0% |
| 3Y | +33.0% | +110.3% | -77.3% | +7.7% |
| 5Y | -40.0% | +114.3% | -154.3% | -51.9% |
| 10Y | +21.1% | +67.7% | -46.6% | +0.2% |
| All | +1,458.7% | +6,053.3% | -4,594.6% | +489.5% |
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