+50.9%
O vs BTI
+72.6%
-21.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -3.5% | -2.0% | -1.5% | -2.8% |
| 30D | -3.3% | -3.4% | +0.1% | -2.1% |
| 3M | -2.8% | -9.0% | +6.1% | +0.4% |
| 6M | -5.8% | -5.0% | -0.7% | -4.4% |
| YTD | +9.4% | -0.3% | +9.7% | +8.7% |
| 1Y | +5.7% | +3.1% | +2.6% | +3.4% |
| 3Y | +27.2% | +111.0% | -83.7% | -7.0% |
| 5Y | +17.2% | +117.0% | -99.8% | -16.9% |
| All | +50.9% | +72.6% | -21.7% | +6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling