+6,024.9%
BTI vs ES
+1,243.3%
+4,781.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| 3M | -3.0% | +1.7% | -4.7% | -3.4% |
| 6M | -6.7% | -3.5% | -3.1% | -5.8% |
| YTD | +0.6% | +7.9% | -7.3% | -1.6% |
| 1Y | +5.6% | +17.2% | -11.6% | +0.6% |
| 3Y | +110.3% | +29.3% | +81.0% | +92.5% |
| 5Y | +114.3% | -5.7% | +120.0% | +111.4% |
| 10Y | +67.7% | +85.2% | -17.6% | +36.7% |
| All | +6,024.9% | +1,243.3% | +4,781.6% | +3,142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling