+151.9%
BTI vs ESI
+40.6%
+111.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -3.2% | +8.3% | -11.6% | -3.7% |
| 30D | +9.7% | -10.4% | +20.1% | +10.3% |
| 3M | +11.1% | -13.2% | +24.2% | +11.9% |
| 6M | -1.2% | -23.9% | +22.7% | +0.4% |
| YTD | +12.7% | +34.2% | -21.5% | +6.1% |
| 1Y | +15.8% | +22.2% | -6.4% | +10.3% |
| 3Y | +148.9% | +79.2% | +69.7% | +115.8% |
| 5Y | +151.9% | +38.1% | +113.8% | +131.5% |
| All | +151.9% | +40.6% | +111.3% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 5y: compounded portfolio wealth divided by compounded ESI 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…
5y analysis · Full analysis span regression · 6 months rolling