-35.5%
DOW vs BTI
+116.2%
-151.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -2.4% | -2.0% | -0.4% | -1.9% |
| 30D | -4.1% | -3.4% | -0.6% | -3.4% |
| 3M | -12.4% | -9.0% | -3.4% | -10.8% |
| 6M | -10.6% | -5.0% | -5.6% | -10.2% |
| YTD | +31.1% | -0.3% | +31.4% | +29.7% |
| 1Y | +30.5% | +3.1% | +27.4% | +27.9% |
| 3Y | -34.4% | +111.0% | -145.4% | -50.3% |
| 5Y | -35.5% | +117.0% | -152.5% | -54.2% |
| All | -35.5% | +116.2% | -151.7% | -54.2% |
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