-38.4%
U vs BTI
+147.9%
-186.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | 0.0% | -2.0% | +2.0% | +0.1% |
| 30D | -4.1% | -3.4% | -0.7% | -3.8% |
| 3M | +57.8% | -9.0% | +66.8% | +58.8% |
| 6M | +103.5% | -5.0% | +108.5% | +103.4% |
| YTD | -4.8% | -0.3% | -4.4% | -5.9% |
| 1Y | -2.4% | +3.1% | -5.5% | -4.2% |
| 3Y | +11.7% | +111.0% | -99.3% | -8.4% |
| 5Y | -68.9% | +117.0% | -185.9% | -74.0% |
| All | -38.4% | +147.9% | -186.3% | -49.8% |
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