+572.1%
ON vs BTI
+72.6%
+499.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -4.7% | -2.0% | -2.7% | -4.1% |
| 30D | -13.5% | -3.4% | -10.1% | -12.7% |
| 3M | -36.3% | -9.0% | -27.3% | -35.0% |
| 6M | +17.8% | -5.0% | +22.8% | +17.7% |
| YTD | +29.6% | -0.3% | +29.9% | +27.0% |
| 1Y | +45.8% | +3.1% | +42.7% | +40.6% |
| 3Y | -28.3% | +111.0% | -139.3% | -50.6% |
| 5Y | +49.6% | +117.0% | -67.4% | -0.3% |
| All | +572.1% | +72.6% | +499.5% | +366.4% |
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