+40.5%
W vs BTI
+113.6%
-73.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +6.5% | -1.4% | +7.9% | +6.8% |
| 30D | -6.2% | -7.0% | +0.8% | -4.9% |
| 3M | +48.9% | -6.3% | +55.2% | +50.4% |
| 6M | +31.2% | -2.0% | +33.2% | +30.4% |
| YTD | -0.4% | +0.2% | -0.6% | -2.1% |
| 1Y | +14.8% | +3.8% | +11.0% | +11.5% |
| 3Y | +40.5% | +112.1% | -71.6% | -16.0% |
| All | +40.5% | +113.6% | -73.1% | -16.0% |
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 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