-27.5%
DOW vs BTI
+153.9%
-181.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +5.2% | +1.6% | +3.6% | +4.9% |
| 30D | +13.2% | +9.2% | +4.0% | +11.1% |
| 3M | +10.1% | +9.6% | +0.5% | +7.9% |
| 6M | -13.1% | -2.4% | -10.6% | -12.8% |
| YTD | +46.1% | +14.2% | +31.9% | +40.4% |
| 1Y | +50.0% | +20.3% | +29.7% | +42.3% |
| 3Y | -20.2% | +147.4% | -167.7% | -41.3% |
| All | -27.5% | +153.9% | -181.4% | -50.6% |
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