+6,024.9%
BTI vs ED
+2,217.3%
+3,807.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -6.6% | -0.1% | -6.5% | -6.6% |
| 3M | -3.0% | +3.9% | -6.9% | -4.3% |
| 6M | -6.7% | -3.0% | -3.6% | -5.6% |
| YTD | +0.6% | +10.7% | -10.1% | -3.1% |
| 1Y | +5.6% | +13.3% | -7.7% | +0.7% |
| 3Y | +110.3% | +34.5% | +75.8% | +87.3% |
| 5Y | +114.3% | +67.1% | +47.1% | +74.7% |
| 10Y | +67.7% | +103.0% | -35.4% | +24.0% |
| All | +6,024.9% | +2,217.3% | +3,807.6% | +1,922.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling