+580.0%
XYZ vs BTI
+67.8%
+512.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.1% |
| 7D | +2.9% | -1.4% | +4.2% | +3.4% |
| 30D | +1.4% | -7.0% | +8.4% | +4.4% |
| 3M | +14.6% | -6.3% | +20.9% | +17.0% |
| 6M | +20.8% | -2.0% | +22.7% | +20.1% |
| YTD | +23.1% | +0.2% | +22.9% | +20.5% |
| 1Y | +5.6% | +3.8% | +1.9% | +1.6% |
| 3Y | +50.9% | +112.1% | -61.2% | +0.2% |
| 5Y | -68.6% | +113.6% | -182.2% | -78.9% |
| 10Y | +580.0% | +69.6% | +510.4% | +365.3% |
| All | +580.0% | +67.8% | +512.2% | +365.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling