+29.4%
NDAQ vs BTI
+24.7%
+4.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.8% | +1.9% |
| 7D | +3.9% | +5.3% | -1.4% | +2.9% |
| 30D | +19.0% | +19.1% | -0.1% | +15.6% |
| 3M | +17.6% | +6.5% | +11.1% | +16.0% |
| 6M | +21.0% | +9.4% | +11.6% | +19.3% |
| YTD | +14.1% | +14.4% | -0.3% | +12.7% |
| 1Y | +29.4% | +23.9% | +5.5% | +24.1% |
| All | +29.4% | +24.7% | +4.8% | +24.1% |
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