-1.6%
NDAQ vs BTI
+2.8%
-4.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | -6.8% | -2.0% | -4.8% | -6.5% |
| 30D | -3.2% | -3.4% | +0.3% | -2.6% |
| 3M | +6.5% | -9.0% | +15.5% | +7.9% |
| 6M | +5.7% | -5.0% | +10.8% | +6.9% |
| YTD | -4.6% | -0.3% | -4.3% | -4.5% |
| 1Y | -1.6% | +3.1% | -4.7% | +1.9% |
| All | -1.6% | +2.8% | -4.4% | +1.9% |
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