+105.1%
BTI vs EL
-32.9%
+137.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.4% |
| 7D | -2.4% | -2.4% | -0.1% | -2.4% |
| 30D | -4.8% | +13.7% | -18.4% | -5.2% |
| 3M | -8.1% | +14.5% | -22.6% | -8.5% |
| 6M | -4.2% | +7.4% | -11.6% | -4.6% |
| YTD | -1.3% | -4.7% | +3.4% | -1.5% |
| 1Y | +2.1% | +12.9% | -10.8% | +1.5% |
| All | +105.1% | -32.9% | +137.9% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling