+67.2%
F vs BTI
+128.6%
-61.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.9% |
| 7D | -3.9% | -3.2% | -0.6% | -2.7% |
| 30D | -0.5% | +9.7% | -10.1% | -3.9% |
| 3M | -12.9% | +11.1% | -24.0% | -16.5% |
| 6M | +1.5% | -1.2% | +2.7% | +1.6% |
| YTD | -5.0% | +12.7% | -17.7% | -10.0% |
| 1Y | -7.3% | +15.8% | -23.1% | -13.2% |
| 3Y | +45.3% | +148.9% | -103.6% | -3.8% |
| 5Y | -15.8% | +151.9% | -167.7% | -44.6% |
| All | +67.2% | +128.6% | -61.5% | +10.7% |
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