+4,543.2%
BTI vs EME
+61,154.1%
-56,610.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -1.1% |
| 7D | -2.4% | +2.7% | -5.2% | -2.8% |
| 30D | -4.8% | -6.8% | +2.0% | -3.8% |
| 3M | -8.1% | -8.8% | +0.7% | -7.6% |
| 6M | -4.2% | +5.0% | -9.2% | -6.0% |
| YTD | -1.3% | +23.5% | -24.8% | -5.8% |
| 1Y | +2.1% | +21.3% | -19.2% | -2.8% |
| 3Y | +108.9% | +241.1% | -132.1% | +62.8% |
| 5Y | +114.5% | +549.2% | -434.7% | +48.1% |
| 10Y | +72.2% | +1,306.4% | -1,234.2% | +2.2% |
| All | +4,543.2% | +61,154.1% | -56,610.9% | +2,044.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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