+152.3%
W vs BTI
+72.6%
+79.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.6% | -3.0% |
| 7D | +0.5% | -2.0% | +2.5% | +1.2% |
| 30D | -5.6% | -3.4% | -2.1% | -4.5% |
| 3M | +41.9% | -9.0% | +50.9% | +46.3% |
| 6M | +30.2% | -5.0% | +35.2% | +31.1% |
| YTD | -2.9% | -0.3% | -2.6% | -4.7% |
| 1Y | +11.6% | +3.1% | +8.5% | +8.0% |
| 3Y | +37.0% | +111.0% | -74.0% | -6.2% |
| 5Y | -62.8% | +117.0% | -179.9% | -75.3% |
| All | +152.3% | +72.6% | +79.7% | +67.0% |
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 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