+152.4%
BTI vs ESI
+198.2%
-45.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +1.6% | +5.5% | -3.9% | +1.0% |
| 30D | +9.2% | -7.8% | +17.0% | +10.0% |
| 3M | +9.6% | -15.0% | +24.6% | +11.3% |
| 6M | -2.4% | -24.9% | +22.5% | -0.1% |
| YTD | +14.2% | +33.2% | -19.0% | +7.4% |
| 1Y | +20.3% | +24.9% | -4.6% | +14.0% |
| 3Y | +147.4% | +77.8% | +69.7% | +118.7% |
| 5Y | +155.4% | +37.1% | +118.3% | +131.7% |
| 10Y | +127.3% | +320.5% | -193.2% | +70.5% |
| All | +152.4% | +198.2% | -45.8% | +96.5% |
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 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