-48.9%
NKE vs BTI
+3.5%
-52.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -8.2% | -1.1% | -7.1% | -8.1% |
| 3M | -19.1% | -8.8% | -10.3% | -18.5% |
| 6M | -32.6% | -4.0% | -28.7% | -32.3% |
| YTD | -40.7% | +0.4% | -41.1% | -40.9% |
| 1Y | -48.9% | +1.9% | -50.8% | -50.7% |
| All | -48.9% | +3.5% | -52.4% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling