+508.4%
F vs BTI
+6,777.2%
-6,268.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.2% |
| 7D | +1.6% | -1.0% | +2.6% | +1.8% |
| 30D | +2.6% | +13.0% | -10.3% | -0.7% |
| 3M | -8.8% | +5.3% | -14.1% | -10.2% |
| 6M | +4.6% | +5.3% | -0.7% | +2.8% |
| YTD | -1.9% | +12.4% | -14.3% | -5.5% |
| 1Y | -0.8% | +18.9% | -19.7% | -5.9% |
| 3Y | +43.5% | +144.0% | -100.6% | +10.0% |
| 5Y | -12.1% | +156.3% | -168.3% | -33.5% |
| 10Y | +83.6% | +115.3% | -31.6% | +41.7% |
| All | +508.4% | +6,777.2% | -6,268.8% | +143.0% |
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 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