+6,857.8%
BTI vs ED
+2,513.4%
+4,344.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.9% |
| 7D | +1.6% | +2.1% | -0.4% | +0.9% |
| 30D | +9.2% | +10.4% | -1.2% | +5.5% |
| 3M | +9.6% | +12.5% | -2.9% | +5.1% |
| 6M | -2.4% | +14.9% | -17.4% | -7.1% |
| YTD | +14.2% | +24.8% | -10.6% | +5.4% |
| 1Y | +20.3% | +23.8% | -3.5% | +11.3% |
| 3Y | +147.4% | +51.6% | +95.8% | +111.2% |
| 5Y | +155.4% | +86.4% | +69.0% | +100.4% |
| 10Y | +127.3% | +145.4% | -18.1% | +57.1% |
| All | +6,857.8% | +2,513.4% | +4,344.4% | +2,100.7% |
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