+46.4%
RF vs BTI
+153.9%
-107.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.7% |
| 7D | +1.9% | +1.6% | +0.3% | +1.3% |
| 30D | +7.3% | +9.2% | -1.9% | +4.0% |
| 3M | -7.9% | +9.6% | -17.6% | -11.0% |
| 6M | +10.5% | -2.4% | +13.0% | +11.0% |
| YTD | +9.6% | +14.2% | -4.6% | +3.0% |
| 1Y | +20.3% | +20.3% | 0.0% | +10.5% |
| 3Y | +119.5% | +147.4% | -27.9% | +33.4% |
| All | +46.4% | +153.9% | -107.5% | -13.3% |
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