+66.2%
NDAQ vs BTI
+153.9%
-87.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +1.3% | +1.6% | -0.4% | +0.9% |
| 30D | +18.0% | +9.2% | +8.7% | +15.6% |
| 3M | +11.5% | +9.6% | +1.9% | +9.2% |
| 6M | +21.1% | -2.4% | +23.5% | +21.4% |
| YTD | +12.8% | +14.2% | -1.4% | +8.7% |
| 1Y | +25.7% | +20.3% | +5.4% | +19.6% |
| 3Y | +116.8% | +147.4% | -30.6% | +69.5% |
| All | +66.2% | +153.9% | -87.7% | +23.1% |
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 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