+114.5%
BTI vs ED
+66.4%
+48.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | -4.8% | +1.9% | -6.7% | -5.4% |
| 3M | -8.1% | +1.9% | -10.0% | -8.6% |
| 6M | -4.2% | -2.3% | -1.9% | -3.5% |
| YTD | -1.3% | +10.9% | -12.2% | -4.6% |
| 1Y | +2.1% | +14.5% | -12.4% | -2.5% |
| 3Y | +108.9% | +33.4% | +75.5% | +88.9% |
| 5Y | +114.5% | +67.3% | +47.2% | +81.8% |
| All | +114.5% | +66.4% | +48.1% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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