-68.3%
U vs BTI
+113.9%
-182.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +4.4% | -2.4% | +6.8% | +4.6% |
| 30D | -1.3% | -4.8% | +3.5% | -0.9% |
| 3M | +49.6% | -8.1% | +57.7% | +50.3% |
| 6M | +100.2% | -4.2% | +104.4% | +99.6% |
| YTD | -3.7% | -1.3% | -2.4% | -5.0% |
| 1Y | -6.5% | +2.1% | -8.6% | -8.4% |
| 3Y | +12.9% | +108.9% | -96.0% | -9.9% |
| 5Y | -68.3% | +114.5% | -182.8% | -72.2% |
| All | -68.3% | +113.9% | -182.2% | -72.2% |
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