-20.2%
DOW vs BTI
+149.4%
-169.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | +5.2% | +1.6% | +3.6% | +5.1% |
| 30D | +13.2% | +9.2% | +4.0% | +12.5% |
| 3M | +10.1% | +9.6% | +0.5% | +9.3% |
| 6M | -13.1% | -2.4% | -10.6% | -12.8% |
| YTD | +46.1% | +14.2% | +31.9% | +44.0% |
| 1Y | +50.0% | +20.3% | +29.7% | +47.5% |
| 3Y | -20.2% | +147.4% | -167.7% | -29.9% |
| All | -20.2% | +149.4% | -169.7% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling