+69.0%
F vs BTI
+124.3%
-55.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -2.1% | -3.0% | +0.9% | -1.0% |
| 30D | +3.3% | +9.8% | -6.4% | -0.3% |
| 3M | -11.3% | +9.2% | -20.5% | -14.4% |
| 6M | +5.3% | +4.0% | +1.3% | +3.3% |
| YTD | -2.2% | +12.7% | -14.9% | -7.4% |
| 1Y | -3.5% | +15.9% | -19.5% | -9.7% |
| 3Y | +49.5% | +148.9% | -99.4% | -1.0% |
| 5Y | -13.5% | +152.8% | -166.3% | -43.2% |
| 10Y | +69.0% | +124.2% | -55.2% | +8.3% |
| All | +69.0% | +124.3% | -55.2% | +8.3% |
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 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