+336.7%
RF vs BTI
+67.8%
+268.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +2.7% | -1.4% | +4.0% | +3.3% |
| 30D | -3.4% | -7.0% | +3.7% | -0.4% |
| 3M | +6.4% | -6.3% | +12.7% | +9.0% |
| 6M | +13.4% | -2.0% | +15.4% | +13.1% |
| YTD | +14.2% | +0.2% | +14.0% | +12.4% |
| 1Y | +15.7% | +3.8% | +11.9% | +11.7% |
| 3Y | +91.3% | +112.1% | -20.7% | +26.8% |
| 5Y | +89.8% | +113.6% | -23.9% | +25.0% |
| 10Y | +336.7% | +69.6% | +267.1% | +193.7% |
| All | +336.7% | +67.8% | +268.9% | +193.7% |
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