+59.8%
ON vs BTI
+118.0%
-58.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.5% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -8.6% | -1.1% | -7.5% | -8.6% |
| 3M | -34.3% | -8.8% | -25.6% | -34.2% |
| 6M | +28.5% | -4.0% | +32.5% | +28.1% |
| YTD | +40.6% | +0.4% | +40.3% | +39.4% |
| 1Y | +55.3% | +1.9% | +53.4% | +53.8% |
| 3Y | -22.2% | +108.5% | -130.7% | -35.2% |
| All | +59.8% | +118.0% | -58.2% | +43.5% |
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 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