+195.5%
W vs BTI
+132.5%
+63.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.7% | -3.2% | +1.6% | -0.4% |
| 30D | +3.2% | +9.7% | -6.5% | -0.6% |
| 3M | +8.3% | +11.1% | -2.8% | +3.6% |
| 6M | +84.3% | -1.2% | +85.5% | +83.7% |
| YTD | +11.0% | +12.7% | -1.6% | +3.7% |
| 1Y | -0.2% | +15.8% | -16.0% | -7.9% |
| 3Y | +157.9% | +148.9% | +9.0% | +63.9% |
| 5Y | -56.8% | +151.9% | -208.7% | -73.2% |
| 10Y | +212.2% | +124.2% | +88.0% | +83.0% |
| All | +195.5% | +132.5% | +63.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling