-15.8%
F vs BTI
+155.8%
-171.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.4% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | +2.6% | +13.0% | -10.3% | -1.3% |
| 3M | -8.8% | +5.3% | -14.1% | -10.5% |
| 6M | +4.6% | +5.3% | -0.7% | +2.6% |
| YTD | -1.9% | +12.4% | -14.3% | -6.1% |
| 1Y | -0.8% | +18.9% | -19.7% | -6.9% |
| 3Y | +43.5% | +144.0% | -100.6% | -5.2% |
| All | -15.8% | +155.8% | -171.6% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling