+425.7%
META vs BTI
+114.6%
+311.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.4% |
| 7D | +5.7% | -2.9% | +8.6% | +6.3% |
| 30D | -10.8% | +8.3% | -19.0% | -12.5% |
| 3M | +8.4% | +2.9% | +5.5% | +7.4% |
| 6M | +5.4% | +6.2% | -0.8% | +3.0% |
| YTD | -2.6% | +10.9% | -13.5% | -6.2% |
| 1Y | +3.5% | +16.6% | -13.1% | -1.6% |
| 3Y | +102.0% | +142.2% | -40.2% | +53.2% |
| 5Y | +93.1% | +151.3% | -58.2% | +44.2% |
| 10Y | +425.7% | +113.9% | +311.8% | +266.7% |
| All | +425.7% | +114.6% | +311.1% | +266.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling