+90.1%
RF vs BTI
+115.0%
-24.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | +1.3% | -1.4% | +2.7% | +1.8% |
| 30D | -3.6% | -6.6% | +3.0% | -1.3% |
| 3M | +8.1% | -3.0% | +11.1% | +8.9% |
| 6M | +11.5% | -6.7% | +18.1% | +13.3% |
| YTD | +15.6% | +0.6% | +15.0% | +13.7% |
| 1Y | +15.7% | +5.6% | +10.1% | +11.3% |
| 3Y | +86.9% | +110.3% | -23.4% | +21.7% |
| All | +90.1% | +115.0% | -24.9% | +25.0% |
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