+105.1%
BTI vs ELF
-27.2%
+132.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.5% |
| 7D | -2.4% | -6.8% | +4.4% | -2.5% |
| 30D | -4.8% | +5.1% | -9.8% | -4.7% |
| 3M | -8.1% | +79.8% | -87.9% | -7.7% |
| 6M | -4.2% | +29.7% | -33.9% | -3.9% |
| YTD | -1.3% | +31.6% | -32.9% | -0.9% |
| 1Y | +2.1% | -27.9% | +30.0% | +1.8% |
| All | +105.1% | -27.2% | +132.2% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling