+81.0%
F vs BTI
+114.6%
-33.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.1% |
| 7D | -0.6% | -2.9% | +2.3% | +0.5% |
| 30D | +2.9% | +8.3% | -5.4% | -0.1% |
| 3M | -9.5% | +2.9% | -12.4% | -10.6% |
| 6M | +4.0% | +6.2% | -2.2% | +1.1% |
| YTD | -1.3% | +10.9% | -12.2% | -5.9% |
| 1Y | -1.9% | +16.6% | -18.5% | -8.4% |
| 3Y | +53.5% | +142.2% | -88.8% | +3.2% |
| 5Y | -15.1% | +151.3% | -166.4% | -43.9% |
| 10Y | +81.0% | +113.9% | -32.9% | +22.2% |
| All | +81.0% | +114.6% | -33.6% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling