+5,221.5%
O vs BTI
+4,932.1%
+289.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | -0.4% | +1.6% | -2.0% | -0.8% |
| 30D | +7.1% | +9.2% | -2.1% | +4.7% |
| 3M | -5.2% | +9.6% | -14.9% | -7.6% |
| 6M | -1.8% | -2.4% | +0.7% | -1.4% |
| YTD | +9.1% | +14.2% | -5.2% | +4.8% |
| 1Y | +9.7% | +20.3% | -10.6% | +4.0% |
| 3Y | +39.1% | +147.4% | -108.3% | +8.6% |
| 5Y | +8.4% | +155.4% | -147.1% | -16.8% |
| 10Y | +80.2% | +127.3% | -47.2% | +39.3% |
| All | +5,221.5% | +4,932.1% | +289.4% | +2,926.8% |
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 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