+15.3%
O vs BTI
+113.9%
-98.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -2.3% | -2.4% | +0.2% | -1.6% |
| 30D | -2.4% | -4.8% | +2.3% | -1.1% |
| 3M | -0.6% | -8.1% | +7.5% | +1.7% |
| 6M | -5.0% | -4.2% | -0.8% | -4.1% |
| YTD | +10.4% | -1.3% | +11.7% | +10.3% |
| 1Y | +6.6% | +2.1% | +4.4% | +5.3% |
| 3Y | +28.4% | +108.9% | -80.5% | +1.3% |
| 5Y | +15.3% | +114.5% | -99.2% | -10.3% |
| All | +15.3% | +113.9% | -98.7% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling