-2.4%
U vs BTI
+2.8%
-5.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -0.9% |
| 7D | 0.0% | -2.0% | +2.0% | -0.5% |
| 30D | -4.1% | -3.4% | -0.7% | -4.9% |
| 3M | +57.8% | -9.0% | +66.8% | +54.7% |
| 6M | +103.5% | -5.0% | +108.5% | +100.8% |
| YTD | -4.8% | -0.3% | -4.4% | -7.5% |
| 1Y | -2.4% | +3.1% | -5.5% | -5.7% |
| All | -2.4% | +2.8% | -5.2% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling