+615.0%
F vs BTI
+6,053.3%
-5,438.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +5.3% | -1.4% | +6.7% | +5.7% |
| 30D | +4.6% | -6.6% | +11.2% | +6.4% |
| 3M | -3.7% | -3.0% | -0.7% | -3.2% |
| 6M | +16.8% | -6.7% | +23.5% | +18.5% |
| YTD | +15.3% | +0.6% | +14.7% | +14.5% |
| 1Y | +31.0% | +5.6% | +25.4% | +28.2% |
| 3Y | +45.4% | +110.3% | -64.9% | +16.2% |
| 5Y | +54.7% | +114.3% | -59.6% | +22.8% |
| 10Y | +98.2% | +67.7% | +30.6% | +63.1% |
| All | +615.0% | +6,053.3% | -5,438.3% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling