-63.9%
XYZ vs BTI
+155.8%
-219.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +3.1% |
| 7D | +12.1% | -1.0% | +13.2% | +12.7% |
| 30D | +12.4% | +13.0% | -0.6% | +7.1% |
| 3M | +8.2% | +5.3% | +2.8% | +5.9% |
| 6M | +20.7% | +5.3% | +15.4% | +16.9% |
| YTD | +31.3% | +12.4% | +18.9% | +22.0% |
| 1Y | +20.5% | +18.9% | +1.6% | +8.6% |
| 3Y | +72.6% | +144.0% | -71.4% | -6.8% |
| All | -63.9% | +155.8% | -219.7% | -76.5% |
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