+523.3%
ON vs BTI
+131.8%
+391.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.0% |
| 7D | +12.2% | +1.6% | +10.6% | +11.7% |
| 30D | -3.1% | +9.2% | -12.4% | -6.0% |
| 3M | -12.9% | +9.6% | -22.5% | -15.8% |
| 6M | -38.6% | -2.4% | -36.1% | -38.9% |
| YTD | +31.2% | +14.2% | +17.0% | +22.7% |
| 1Y | +47.6% | +20.3% | +27.3% | +35.2% |
| 3Y | +6.6% | +147.4% | -140.8% | -30.6% |
| 5Y | +21.3% | +155.4% | -134.2% | -24.1% |
| All | +523.3% | +131.8% | +391.5% | +265.5% |
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 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