+112.5%
NET vs BTI
+115.0%
-2.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -7.0% | -1.4% | -5.6% | -6.9% |
| 30D | -4.8% | -6.6% | +1.8% | -4.4% |
| 3M | +3.8% | -3.0% | +6.8% | +3.8% |
| 6M | +50.0% | -6.7% | +56.7% | +50.3% |
| YTD | +41.5% | +0.6% | +40.9% | +40.0% |
| 1Y | +32.8% | +5.6% | +27.2% | +30.4% |
| 3Y | +335.9% | +110.3% | +225.6% | +257.0% |
| All | +112.5% | +115.0% | -2.5% | +109.2% |
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 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