-41.7%
INTU vs BTI
+115.0%
-156.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -4.1% |
| 7D | -7.5% | -1.4% | -6.2% | -7.3% |
| 30D | -1.9% | -7.0% | +5.1% | -0.9% |
| 3M | +4.9% | -6.3% | +11.2% | +5.9% |
| 6M | -33.2% | -2.0% | -31.2% | -33.2% |
| YTD | -51.4% | +0.2% | -51.6% | -51.7% |
| 1Y | -52.0% | +3.8% | -55.8% | -52.7% |
| 3Y | -40.7% | +112.1% | -152.8% | -51.4% |
| 5Y | -41.7% | +113.6% | -155.3% | -49.8% |
| All | -41.7% | +115.0% | -156.7% | -49.8% |
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