+31.0%
F vs BTI
+5.0%
+26.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +5.3% | -1.4% | +6.7% | +5.6% |
| 30D | +4.6% | -6.6% | +11.2% | +6.1% |
| 3M | -3.7% | -3.0% | -0.7% | -3.1% |
| 6M | +16.8% | -6.7% | +23.5% | +19.8% |
| YTD | +15.3% | +0.6% | +14.7% | +18.2% |
| 1Y | +31.0% | +5.6% | +25.4% | +40.3% |
| All | +31.0% | +5.0% | +26.0% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling