+52.5%
V vs BTI
+113.6%
-61.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | +1.9% | -7.0% | +8.9% | +2.9% |
| 3M | +15.5% | -6.3% | +21.9% | +16.5% |
| 6M | +16.6% | -2.0% | +18.6% | +16.8% |
| YTD | +5.7% | +0.2% | +5.5% | +5.5% |
| 1Y | +8.6% | +3.8% | +4.8% | +7.7% |
| 3Y | +52.5% | +112.1% | -59.6% | +31.0% |
| All | +52.5% | +113.6% | -61.1% | +31.0% |
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