+74.8%
BTI vs ES
+85.8%
-11.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -1.4% | +1.4% | -2.8% | -1.8% |
| 30D | -7.0% | -1.2% | -5.9% | -6.7% |
| 3M | -6.3% | +5.0% | -11.3% | -7.7% |
| 6M | -2.0% | -2.8% | +0.9% | -1.2% |
| YTD | +0.2% | +8.6% | -8.4% | -2.5% |
| 1Y | +3.8% | +18.9% | -15.1% | -2.6% |
| 3Y | +112.1% | +32.1% | +79.9% | +88.9% |
| 5Y | +113.6% | -5.1% | +118.7% | +111.1% |
| All | +74.8% | +85.8% | -11.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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