+638.0%
XYZ vs BTI
+114.6%
+523.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.1% |
| 7D | +14.9% | -2.9% | +17.8% | +16.4% |
| 30D | +14.7% | +8.3% | +6.4% | +11.0% |
| 3M | +12.1% | +2.9% | +9.2% | +10.6% |
| 6M | +18.3% | +6.2% | +12.1% | +14.1% |
| YTD | +36.1% | +10.9% | +25.1% | +27.6% |
| 1Y | +35.3% | +16.6% | +18.7% | +24.0% |
| 3Y | +73.5% | +142.2% | -68.8% | +8.4% |
| 5Y | -61.6% | +151.3% | -212.9% | -76.0% |
| 10Y | +638.0% | +113.9% | +524.1% | +349.6% |
| All | +638.0% | +114.6% | +523.4% | +349.6% |
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