+3.6%
GOOG vs BTI
+24.7%
-21.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +3.0% |
| 7D | -10.7% | +5.3% | -16.0% | -11.1% |
| 30D | -16.4% | +19.1% | -35.5% | -18.3% |
| 3M | -23.4% | +6.5% | -29.9% | -23.9% |
| 6M | -24.2% | +9.4% | -33.6% | -25.4% |
| YTD | -8.3% | +14.4% | -22.7% | -11.0% |
| 1Y | +3.6% | +23.9% | -20.3% | -2.9% |
| All | +3.6% | +24.7% | -21.1% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling