+1,381.0%
NET vs BTI
+191.0%
+1,190.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -3.0% |
| 7D | -16.4% | +5.3% | -21.7% | -16.9% |
| 30D | -25.8% | +19.1% | -44.9% | -27.6% |
| 3M | -11.5% | +6.5% | -18.0% | -12.3% |
| 6M | +18.9% | +9.4% | +9.5% | +16.9% |
| YTD | +35.2% | +14.4% | +20.8% | +31.4% |
| 1Y | +14.5% | +23.9% | -9.4% | +9.5% |
| 3Y | +313.8% | +147.9% | +165.9% | +232.1% |
| 5Y | +32.6% | +163.0% | -130.4% | +5.4% |
| All | +1,381.0% | +191.0% | +1,190.0% | +1,112.5% |
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