+32.6%
XYZ vs BTI
+16.0%
+16.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.7% |
| 7D | +14.9% | -2.9% | +17.8% | +15.0% |
| 30D | +14.7% | +8.3% | +6.4% | +14.7% |
| 3M | +12.1% | +2.9% | +9.2% | +12.0% |
| 6M | +18.3% | +6.2% | +12.1% | +18.0% |
| YTD | +36.1% | +10.9% | +25.1% | +35.1% |
| All | +32.6% | +16.0% | +16.5% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling