+152.0%
BTI vs ESTC
+25.9%
+126.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +1.6% | +2.4% | -0.8% | +1.5% |
| 30D | +9.2% | -4.2% | +13.5% | +9.3% |
| 3M | +9.6% | +2.5% | +7.2% | +9.3% |
| 6M | -2.4% | +81.5% | -83.9% | -5.2% |
| YTD | +14.2% | +16.8% | -2.6% | +13.0% |
| 1Y | +20.3% | -3.5% | +23.8% | +20.0% |
| 3Y | +147.4% | +17.7% | +129.7% | +138.7% |
| 5Y | +155.4% | -51.7% | +207.2% | +159.7% |
| All | +152.0% | +25.9% | +126.1% | +111.6% |
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