-62.3%
W vs BTI
+113.9%
-176.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.5% |
| 7D | +5.9% | -2.4% | +8.3% | +6.5% |
| 30D | -3.0% | -4.8% | +1.7% | -1.9% |
| 3M | +40.3% | -8.1% | +48.5% | +42.9% |
| 6M | +32.2% | -4.2% | +36.4% | +32.3% |
| YTD | -0.3% | -1.3% | +1.0% | -1.6% |
| 1Y | +16.2% | +2.1% | +14.0% | +13.3% |
| 3Y | +40.7% | +108.9% | -68.2% | -0.8% |
| 5Y | -62.3% | +114.5% | -176.8% | -70.2% |
| All | -62.3% | +113.9% | -176.3% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling