+239.8%
RF vs BTI
+125.1%
+114.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.3% |
| 7D | +0.3% | -0.1% | +0.5% | +0.3% |
| 30D | +6.2% | +9.6% | -3.4% | +1.8% |
| 3M | -7.8% | +8.3% | -16.2% | -11.3% |
| 6M | +5.9% | +7.5% | -1.6% | +1.5% |
| YTD | +9.0% | +12.3% | -3.2% | +1.7% |
| 1Y | +19.3% | +16.2% | +3.0% | +9.3% |
| 3Y | +116.4% | +148.0% | -31.6% | +31.0% |
| 5Y | +46.0% | +153.2% | -107.2% | -12.7% |
| 10Y | +239.8% | +128.2% | +111.6% | +109.8% |
| All | +239.8% | +125.1% | +114.7% | +109.8% |
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