+3,372.2%
BTI vs EL
+1,685.7%
+1,686.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.7% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | -6.6% | +19.8% | -26.5% | -10.0% |
| 3M | -3.0% | +25.7% | -28.7% | -7.5% |
| 6M | -6.7% | +5.4% | -12.1% | -8.7% |
| YTD | +0.6% | +0.2% | +0.3% | -1.4% |
| 1Y | +5.6% | +20.4% | -14.8% | -0.5% |
| 3Y | +110.3% | -32.1% | +142.5% | +112.8% |
| 5Y | +114.3% | -67.2% | +181.5% | +148.2% |
| 10Y | +67.7% | +31.7% | +35.9% | +37.9% |
| All | +3,372.2% | +1,685.7% | +1,686.4% | +1,678.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling