+3,306.4%
V vs BTI
+357.4%
+2,949.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | -0.8% | -2.9% | +2.2% | +0.4% |
| 30D | +9.5% | +8.3% | +1.3% | +5.9% |
| 3M | +16.7% | +2.9% | +13.8% | +15.1% |
| 6M | +32.9% | +6.2% | +26.7% | +28.7% |
| YTD | +21.1% | +10.9% | +10.2% | +14.2% |
| 1Y | +26.6% | +16.6% | +10.1% | +16.7% |
| 3Y | +78.4% | +142.2% | -63.9% | +16.5% |
| 5Y | +105.5% | +151.3% | -45.8% | +29.9% |
| 10Y | +444.2% | +113.9% | +330.4% | +248.6% |
| All | +3,306.4% | +357.4% | +2,949.0% | +1,237.1% |
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