+119.9%
BTI vs ESTC
+19.3%
+100.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.1% |
| 7D | -2.0% | -13.2% | +11.2% | -1.4% |
| 30D | -3.4% | +9.3% | -12.8% | -3.9% |
| 3M | -9.0% | +37.3% | -46.3% | -10.3% |
| 6M | -5.0% | +61.0% | -66.0% | -7.2% |
| YTD | -0.3% | +10.7% | -11.0% | -1.1% |
| 1Y | +3.1% | -7.2% | +10.3% | +3.0% |
| 3Y | +111.0% | +7.2% | +103.8% | +104.6% |
| 5Y | +117.0% | -47.7% | +164.7% | +117.8% |
| All | +119.9% | +19.3% | +100.6% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling