+43.3%
IR vs BTI
+115.0%
-71.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | +0.6% | -1.4% | +2.0% | +1.0% |
| 30D | -13.6% | -7.0% | -6.6% | -12.0% |
| 3M | +3.7% | -6.3% | +10.0% | +5.3% |
| 6M | -13.1% | -2.0% | -11.1% | -13.1% |
| YTD | -5.1% | +0.2% | -5.3% | -5.9% |
| 1Y | -6.5% | +3.8% | -10.3% | -8.2% |
| 3Y | +8.5% | +112.1% | -103.6% | -18.0% |
| 5Y | +43.3% | +113.6% | -70.3% | +13.8% |
| All | +43.3% | +115.0% | -71.7% | +13.8% |
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