-68.9%
XYZ vs BTI
+115.0%
-183.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -1.0% | -1.4% | +0.4% | -0.4% |
| 30D | -1.7% | -6.6% | +4.9% | +0.9% |
| 3M | +16.7% | -3.0% | +19.7% | +17.2% |
| 6M | +26.9% | -6.7% | +33.5% | +28.6% |
| YTD | +27.1% | +0.6% | +26.6% | +23.6% |
| 1Y | +9.3% | +5.6% | +3.7% | +3.4% |
| 3Y | +42.3% | +110.3% | -68.0% | -15.4% |
| All | -68.9% | +115.0% | -183.9% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling