+86.4%
F vs BTI
+67.8%
+18.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.9% | -4.1% |
| 7D | +1.2% | -1.4% | +2.5% | +1.7% |
| 30D | +1.2% | -7.0% | +8.3% | +3.9% |
| 3M | -5.7% | -6.3% | +0.7% | -3.7% |
| 6M | +17.9% | -2.0% | +19.9% | +17.9% |
| YTD | +10.4% | +0.2% | +10.2% | +9.4% |
| 1Y | +25.3% | +3.8% | +21.6% | +22.3% |
| 3Y | +37.5% | +112.1% | -74.6% | -2.4% |
| 5Y | +46.5% | +113.6% | -67.1% | +3.3% |
| 10Y | +86.4% | +69.6% | +16.8% | +33.1% |
| All | +86.4% | +67.8% | +18.6% | +33.1% |
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