+2.1%
BTI vs ES
+17.2%
-15.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -4.8% | -1.0% | -3.7% | -4.5% |
| 3M | -8.1% | +1.5% | -9.6% | -8.0% |
| 6M | -4.2% | -3.5% | -0.7% | -4.3% |
| YTD | -1.3% | +7.0% | -8.3% | -1.7% |
| 1Y | +2.1% | +15.3% | -13.2% | +1.9% |
| All | +2.1% | +17.2% | -15.1% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling