+11.3%
O vs BTI
+24.7%
-13.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +2.0% |
| 7D | +5.8% | +5.3% | +0.5% | +4.3% |
| 30D | +10.7% | +19.1% | -8.4% | +5.5% |
| 3M | -4.5% | +6.5% | -11.0% | -6.2% |
| 6M | -4.1% | +9.4% | -13.5% | -6.3% |
| YTD | +9.8% | +14.4% | -4.6% | +6.8% |
| 1Y | +11.3% | +23.9% | -12.6% | +6.5% |
| All | +11.3% | +24.7% | -13.4% | +6.5% |
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 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