+71.4%
BTI vs EFX
+42.6%
+28.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -0.2% | -4.5% | +4.3% | +0.6% |
| 30D | -1.1% | -6.1% | +5.0% | -0.1% |
| 3M | -8.8% | +6.2% | -15.0% | -9.8% |
| 6M | -4.0% | -11.2% | +7.3% | -2.6% |
| YTD | +0.4% | -21.4% | +21.8% | +3.5% |
| 1Y | +1.9% | -34.3% | +36.2% | +8.3% |
| 3Y | +108.5% | -12.5% | +121.0% | +105.8% |
| 5Y | +118.5% | -35.6% | +154.1% | +124.8% |
| All | +71.4% | +42.6% | +28.9% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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