+5,990.1%
NKE vs BTI
+5,940.0%
+50.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -2.3% | -2.4% | +0.1% | -1.8% |
| 30D | -10.4% | -4.8% | -5.6% | -9.4% |
| 3M | -15.5% | -8.1% | -7.3% | -13.9% |
| 6M | -32.6% | -4.2% | -28.4% | -32.3% |
| YTD | -39.8% | -1.3% | -38.5% | -40.0% |
| 1Y | -47.6% | +2.1% | -49.7% | -48.2% |
| 3Y | -59.0% | +108.9% | -167.9% | -66.2% |
| 5Y | -74.9% | +114.5% | -189.4% | -79.5% |
| 10Y | -21.9% | +72.2% | -94.2% | -34.8% |
| All | +5,990.1% | +5,940.0% | +50.2% | +2,299.6% |
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