+9.1%
IR vs BTI
+24.7%
-15.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.1% |
| 7D | +11.6% | +5.3% | +6.3% | +10.4% |
| 30D | +7.2% | +19.1% | -11.9% | +3.0% |
| 3M | -5.9% | +6.5% | -12.4% | -7.0% |
| 6M | +11.5% | +9.4% | +2.0% | +8.2% |
| YTD | +6.3% | +14.4% | -8.1% | +0.1% |
| 1Y | +9.1% | +23.9% | -14.8% | -2.2% |
| All | +9.1% | +24.7% | -15.6% | -2.2% |
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