+114.4%
BTI vs ES
+32.6%
+81.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -6.6% | -2.0% | -4.7% | -6.2% |
| 3M | -3.0% | +1.7% | -4.7% | -3.2% |
| 6M | -6.7% | -3.5% | -3.1% | -6.1% |
| YTD | +0.6% | +7.9% | -7.3% | -1.1% |
| 1Y | +5.6% | +17.2% | -11.6% | +1.5% |
| All | +114.4% | +32.6% | +81.7% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling