+5,387.7%
O vs BTI
+4,329.7%
+1,058.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 6M | -4.7% | -6.7% | +1.9% | -3.3% |
| YTD | +12.5% | +0.6% | +11.9% | +11.8% |
| 1Y | +10.8% | +5.6% | +5.2% | +8.6% |
| 3Y | +28.8% | +110.3% | -81.5% | +4.8% |
| 5Y | +13.2% | +114.3% | -101.1% | -9.0% |
| 10Y | +53.5% | +67.7% | -14.2% | +27.7% |
| All | +5,387.7% | +4,329.7% | +1,058.0% | +3,128.5% |
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 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