+136.0%
GOOG vs BTI
+118.0%
+18.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -2.0% | -1.1% | -0.9% | -1.8% |
| 3M | -5.9% | -8.8% | +2.9% | -4.7% |
| 6M | +8.9% | -4.0% | +12.9% | +9.1% |
| YTD | +7.1% | +0.4% | +6.8% | +6.6% |
| 1Y | +39.7% | +1.9% | +37.8% | +38.6% |
| 3Y | +145.8% | +108.5% | +37.3% | +110.2% |
| All | +136.0% | +118.0% | +18.0% | +101.0% |
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