+2,327.9%
NDAQ vs BTI
+1,758.8%
+569.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.4% |
| 7D | -2.4% | -1.4% | -1.1% | -1.9% |
| 30D | +2.5% | -6.6% | +9.1% | +5.4% |
| 3M | +9.9% | -3.0% | +12.9% | +10.9% |
| 6M | +9.4% | -6.7% | +16.1% | +11.7% |
| YTD | +0.4% | +0.6% | -0.1% | -1.2% |
| 1Y | +4.0% | +5.6% | -1.6% | 0.0% |
| 3Y | +94.4% | +110.3% | -15.9% | +34.8% |
| 5Y | +56.7% | +114.3% | -57.5% | +5.4% |
| 10Y | +375.3% | +67.7% | +307.6% | +235.8% |
| All | +2,327.9% | +1,758.8% | +569.1% | +735.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling