+220.4%
W vs BTI
+124.3%
+96.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -7.4% | -3.0% | -4.3% | -6.3% |
| 30D | +7.8% | +9.8% | -2.0% | +3.9% |
| 3M | +10.9% | +9.2% | +1.7% | +6.8% |
| 6M | +86.4% | +4.0% | +82.4% | +81.7% |
| YTD | +14.0% | +12.7% | +1.3% | +6.5% |
| 1Y | +3.5% | +15.9% | -12.4% | -4.5% |
| 3Y | +164.8% | +148.9% | +15.8% | +67.5% |
| 5Y | -53.1% | +152.8% | -205.9% | -71.1% |
| 10Y | +220.4% | +124.2% | +96.2% | +111.7% |
| All | +220.4% | +124.3% | +96.2% | +111.7% |
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