+163.6%
W vs BTI
+107.5%
+56.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.0% |
| 7D | -4.2% | -1.4% | -2.8% | -3.7% |
| 30D | -7.6% | -6.6% | -1.0% | -5.1% |
| 3M | +37.2% | -3.0% | +40.2% | +37.8% |
| 6M | +26.3% | -6.7% | +33.0% | +28.1% |
| YTD | -1.0% | +0.6% | -1.5% | -3.1% |
| 1Y | +20.1% | +5.6% | +14.5% | +15.1% |
| 3Y | +37.8% | +110.3% | -72.5% | -5.9% |
| 5Y | -63.7% | +114.3% | -177.9% | -75.8% |
| 10Y | +156.3% | +67.7% | +88.7% | +70.7% |
| All | +163.6% | +107.5% | +56.1% | +56.0% |
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