+74.3%
F vs BTI
+125.1%
-50.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +2.1% | +9.6% | -7.5% | -1.4% |
| 3M | -10.3% | +8.3% | -18.6% | -13.1% |
| 6M | +3.3% | +7.5% | -4.2% | -0.1% |
| YTD | -2.0% | +12.3% | -14.2% | -7.1% |
| 1Y | -2.3% | +16.2% | -18.5% | -8.7% |
| 3Y | +49.9% | +148.0% | -98.1% | -0.7% |
| 5Y | -12.5% | +153.2% | -165.7% | -42.7% |
| 10Y | +74.3% | +128.2% | -54.0% | +8.3% |
| All | +74.3% | +125.1% | -50.8% | +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