+92.6%
NDAQ vs BTI
+113.6%
-21.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -2.6% | -1.4% | -1.2% | -2.3% |
| 30D | +0.5% | -7.0% | +7.5% | +1.8% |
| 3M | +9.9% | -6.3% | +16.2% | +11.1% |
| 6M | +8.2% | -2.0% | +10.2% | +8.4% |
| YTD | -1.5% | +0.2% | -1.7% | -2.0% |
| 1Y | +1.3% | +3.8% | -2.5% | +0.1% |
| 3Y | +92.6% | +112.1% | -19.5% | +57.2% |
| All | +92.6% | +113.6% | -21.1% | +57.2% |
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