+71.4%
BTI vs ET
+177.0%
-105.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -1.1% | +2.9% | -3.9% | -1.6% |
| 3M | -8.8% | +16.8% | -25.6% | -11.3% |
| 6M | -4.0% | +18.9% | -22.8% | -7.0% |
| YTD | +0.4% | +37.7% | -37.3% | -5.4% |
| 1Y | +1.9% | +32.4% | -30.5% | -3.3% |
| 3Y | +108.5% | +99.5% | +9.0% | +81.0% |
| 5Y | +118.5% | +244.0% | -125.4% | +70.0% |
| All | +71.4% | +177.0% | -105.6% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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