+69.8%
BTI vs ELF
+303.8%
-234.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -0.2% | -11.6% | +11.4% | +0.4% |
| 30D | -1.1% | +4.6% | -5.7% | -1.4% |
| 3M | -8.8% | +59.7% | -68.5% | -11.1% |
| 6M | -4.0% | +21.2% | -25.2% | -5.2% |
| YTD | +0.4% | +27.4% | -27.1% | -1.5% |
| 1Y | +1.9% | -29.8% | +31.7% | +2.7% |
| 3Y | +108.5% | -28.5% | +137.0% | +103.7% |
| 5Y | +118.5% | +220.0% | -101.5% | +79.4% |
| All | +69.8% | +303.8% | -234.0% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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