+71.4%
BTI vs EFV
+169.9%
-98.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.1% |
| 7D | -0.2% | -0.8% | +0.6% | +0.4% |
| 30D | -1.1% | +0.6% | -1.7% | -1.5% |
| 3M | -8.8% | +7.5% | -16.3% | -13.3% |
| 6M | -4.0% | +13.0% | -17.0% | -12.0% |
| YTD | +0.4% | +18.3% | -18.0% | -11.0% |
| 1Y | +1.9% | +26.7% | -24.8% | -13.9% |
| 3Y | +108.5% | +89.6% | +18.9% | +30.4% |
| 5Y | +118.5% | +98.2% | +20.3% | +31.0% |
| All | +71.4% | +169.9% | -98.5% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling