+2,926.4%
V vs BTI
+314.7%
+2,611.7%
-51.9%
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% | -0.5% |
| 7D | -1.7% | -1.4% | -0.3% | -1.1% |
| 30D | +2.0% | -6.6% | +8.6% | +4.8% |
| 3M | +17.4% | -3.0% | +20.4% | +18.4% |
| 6M | +17.5% | -6.7% | +24.2% | +19.8% |
| YTD | +7.6% | +0.6% | +7.0% | +5.9% |
| 1Y | +7.7% | +5.6% | +2.1% | +3.5% |
| 3Y | +54.7% | +110.3% | -55.7% | +7.3% |
| 5Y | +73.0% | +114.3% | -41.2% | +17.2% |
| 10Y | +390.9% | +67.7% | +323.2% | +252.2% |
| All | +2,926.4% | +314.7% | +2,611.7% | +1,139.0% |
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 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