+177.1%
W vs BTI
+146.0%
+31.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -7.4% | -3.0% | -4.3% | -6.9% |
| 30D | +7.8% | +9.8% | -2.0% | +6.3% |
| 3M | +10.9% | +9.2% | +1.7% | +9.3% |
| 6M | +86.4% | +4.0% | +82.4% | +85.0% |
| YTD | +14.0% | +12.7% | +1.3% | +10.4% |
| 1Y | +3.5% | +15.9% | -12.4% | -0.6% |
| All | +177.1% | +146.0% | +31.0% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling