+107.1%
BTI vs EFV
+88.2%
+18.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.0% | -2.0% | 0.0% | -1.0% |
| 30D | -3.4% | -0.2% | -3.2% | -3.4% |
| 3M | -9.0% | +9.1% | -18.1% | -13.0% |
| 6M | -5.0% | +11.7% | -16.7% | -10.4% |
| YTD | -0.3% | +17.0% | -17.4% | -8.0% |
| 1Y | +3.1% | +26.7% | -23.6% | -8.3% |
| All | +107.1% | +88.2% | +18.9% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling