+67.7%
V vs BTI
+113.9%
-46.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | 0.0% |
| 7D | -2.9% | -2.4% | -0.5% | -2.4% |
| 30D | +1.9% | -4.8% | +6.6% | +3.0% |
| 3M | +13.2% | -8.1% | +21.3% | +15.2% |
| 6M | +16.7% | -4.2% | +20.9% | +17.3% |
| YTD | +5.4% | -1.3% | +6.7% | +4.9% |
| 1Y | +7.7% | +2.1% | +5.5% | +6.1% |
| 3Y | +52.0% | +108.9% | -56.9% | +19.0% |
| 5Y | +67.7% | +114.5% | -46.7% | +31.0% |
| All | +67.7% | +113.9% | -46.2% | +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 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