+32.6%
NET vs BTI
+161.6%
-129.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -2.7% |
| 7D | -16.4% | +5.3% | -21.7% | -16.6% |
| 30D | -25.8% | +19.1% | -44.9% | -26.8% |
| 3M | -11.5% | +6.5% | -18.0% | -11.9% |
| 6M | +18.9% | +9.4% | +9.5% | +17.8% |
| YTD | +35.2% | +14.4% | +20.8% | +32.5% |
| 1Y | +14.5% | +23.9% | -9.4% | +10.6% |
| 3Y | +313.8% | +147.9% | +165.9% | +226.3% |
| 5Y | +32.6% | +163.0% | -130.4% | +42.1% |
| All | +32.6% | +161.6% | -129.0% | +42.1% |
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