+64.4%
UL vs BTI
+73.8%
-9.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | +0.5% | -1.1% | +1.6% | +0.9% |
| 3M | +7.2% | -8.8% | +16.0% | +10.9% |
| 6M | -3.1% | -4.0% | +0.9% | -1.9% |
| YTD | -2.7% | +0.4% | -3.1% | -3.3% |
| 1Y | -10.2% | +1.9% | -12.2% | -11.4% |
| 3Y | +20.3% | +108.5% | -88.3% | -9.7% |
| 5Y | +19.9% | +118.5% | -98.6% | -12.2% |
| All | +64.4% | +73.8% | -9.4% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling