+30.0%
IR vs BTI
+141.1%
-111.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +4.8% |
| 7D | +5.0% | -2.9% | +8.0% | +5.3% |
| 30D | +10.3% | +8.3% | +2.1% | +9.1% |
| 3M | -0.1% | +2.9% | -3.0% | -0.5% |
| 6M | +14.8% | +6.2% | +8.5% | +13.6% |
| YTD | +9.7% | +10.9% | -1.2% | +8.1% |
| 1Y | +12.2% | +16.6% | -4.4% | +10.2% |
| 3Y | +30.0% | +142.2% | -112.3% | +15.8% |
| All | +30.0% | +141.1% | -111.2% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling