+10.8%
O vs BTI
+5.0%
+5.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -0.7% | -1.4% | +0.6% | -0.4% |
| 30D | -1.9% | -6.6% | +4.7% | -0.2% |
| 3M | +3.8% | -3.0% | +6.8% | +4.9% |
| 6M | -4.7% | -6.7% | +1.9% | -3.3% |
| YTD | +12.5% | +0.6% | +11.9% | +13.3% |
| 1Y | +10.8% | +5.6% | +5.2% | +12.4% |
| All | +10.8% | +5.0% | +5.9% | +12.4% |
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