+71.4%
BTI vs EL
+26.1%
+45.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -0.2% | -6.5% | +6.3% | +0.7% |
| 30D | -1.1% | +11.1% | -12.2% | -2.8% |
| 3M | -8.8% | +10.7% | -19.5% | -10.3% |
| 6M | -4.0% | +6.9% | -10.8% | -5.6% |
| YTD | +0.4% | -6.3% | +6.6% | -0.1% |
| 1Y | +1.9% | +13.5% | -11.5% | -1.7% |
| 3Y | +108.5% | -33.1% | +141.6% | +116.0% |
| 5Y | +118.5% | -68.8% | +187.3% | +166.0% |
| All | +71.4% | +26.1% | +45.3% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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