+370.7%
BTI vs EMB
+126.0%
+244.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +1.6% | -0.9% | +2.5% | +2.1% |
| 30D | +9.2% | +0.4% | +8.9% | +9.0% |
| 3M | +9.6% | -3.1% | +12.8% | +11.6% |
| 6M | -2.4% | -2.1% | -0.4% | -1.3% |
| YTD | +14.2% | -1.1% | +15.3% | +15.0% |
| 1Y | +20.3% | -0.1% | +20.4% | +20.4% |
| 3Y | +147.4% | +29.6% | +117.8% | +113.4% |
| 5Y | +155.4% | +7.2% | +148.2% | +144.3% |
| 10Y | +127.3% | +35.5% | +91.9% | +93.6% |
| All | +370.7% | +126.0% | +244.7% | +284.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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