-39.0%
U vs BTI
+150.1%
-189.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -3.8% | -1.4% | -2.4% | -3.7% |
| 30D | +17.5% | -6.6% | +24.1% | +18.1% |
| 3M | +38.7% | -3.0% | +41.7% | +38.7% |
| 6M | +104.4% | -6.7% | +111.1% | +104.8% |
| YTD | -5.7% | +0.6% | -6.2% | -6.9% |
| 1Y | +3.7% | +5.6% | -1.9% | +1.4% |
| 3Y | +12.3% | +110.3% | -98.0% | -7.7% |
| 5Y | -68.8% | +114.3% | -183.1% | -74.0% |
| All | -39.0% | +150.1% | -189.2% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling