+5,912.0%
BTI vs EFX
+6,078.9%
-166.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | -2.4% | -9.4% | +7.0% | -0.8% |
| 30D | -4.8% | -6.9% | +2.1% | -3.7% |
| 3M | -8.1% | +0.1% | -8.2% | -8.4% |
| 6M | -4.2% | -17.3% | +13.1% | -1.6% |
| YTD | -1.3% | -21.8% | +20.5% | +1.9% |
| 1Y | +2.1% | -32.5% | +34.7% | +8.0% |
| 3Y | +108.9% | -12.3% | +121.3% | +107.2% |
| 5Y | +114.5% | -36.6% | +151.1% | +120.9% |
| 10Y | +72.2% | +41.0% | +31.2% | +48.8% |
| All | +5,912.0% | +6,078.9% | -166.9% | +2,796.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling