+635.9%
BTI vs ET
+1,447.8%
-811.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -2.4% | +0.6% | -3.1% | -2.5% |
| 30D | -4.8% | +5.3% | -10.1% | -5.5% |
| 3M | -8.1% | +15.6% | -23.8% | -10.2% |
| 6M | -4.2% | +20.6% | -24.8% | -7.0% |
| YTD | -1.3% | +38.5% | -39.8% | -6.3% |
| 1Y | +2.1% | +35.7% | -33.6% | -2.8% |
| 3Y | +108.9% | +98.4% | +10.6% | +85.8% |
| 5Y | +114.5% | +245.3% | -130.8% | +73.7% |
| 10Y | +72.2% | +173.7% | -101.5% | +36.6% |
| All | +635.9% | +1,447.8% | -811.9% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling