+122.2%
BTI vs ESI
+224.6%
-102.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -1.5% |
| 7D | -1.4% | +3.3% | -4.7% | -1.8% |
| 30D | -6.6% | -5.9% | -0.7% | -6.0% |
| 3M | -3.0% | -14.1% | +11.1% | -1.8% |
| 6M | -6.7% | +6.6% | -13.2% | -8.7% |
| YTD | +0.6% | +45.0% | -44.5% | -6.0% |
| 1Y | +5.6% | +41.5% | -35.9% | -1.2% |
| 3Y | +110.3% | +78.8% | +31.6% | +86.9% |
| 5Y | +114.3% | +70.9% | +43.4% | +89.2% |
| 10Y | +67.7% | +317.1% | -249.4% | +25.9% |
| All | +122.2% | +224.6% | -102.5% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling