-73.3%
U vs BTI
+153.9%
-227.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +5.2% |
| 7D | +2.6% | +1.6% | +0.9% | +2.5% |
| 30D | +27.6% | +9.2% | +18.3% | +26.8% |
| 3M | +15.3% | +9.6% | +5.7% | +14.6% |
| 6M | +96.4% | -2.4% | +98.8% | +97.3% |
| YTD | +19.6% | +14.2% | +5.3% | +16.5% |
| 1Y | +42.1% | +20.3% | +21.8% | +37.0% |
| 3Y | +87.5% | +147.4% | -59.9% | +44.4% |
| All | -73.3% | +153.9% | -227.2% | -77.9% |
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