+20.0%
ON vs BTI
+153.9%
-133.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -3.6% |
| 7D | +12.2% | +1.6% | +10.6% | +12.3% |
| 30D | -3.1% | +9.2% | -12.4% | -3.1% |
| 3M | -12.9% | +9.6% | -22.5% | -12.8% |
| 6M | -38.6% | -2.4% | -36.1% | -37.9% |
| YTD | +31.2% | +14.2% | +17.0% | +29.9% |
| 1Y | +47.6% | +20.3% | +27.3% | +45.2% |
| 3Y | +6.6% | +147.4% | -140.8% | -13.9% |
| All | +20.0% | +153.9% | -133.9% | +6.2% |
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