+87.5%
U vs BTI
+149.4%
-61.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +5.4% |
| 7D | +2.6% | +1.6% | +0.9% | +2.8% |
| 30D | +27.6% | +9.2% | +18.3% | +28.8% |
| 3M | +15.3% | +9.6% | +5.7% | +16.6% |
| 6M | +96.4% | -2.4% | +98.8% | +97.7% |
| YTD | +19.6% | +14.2% | +5.3% | +19.9% |
| 1Y | +42.1% | +20.3% | +21.8% | +41.9% |
| 3Y | +87.5% | +147.4% | -59.9% | +49.4% |
| All | +87.5% | +149.4% | -61.9% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling