+117.0%
BTI vs EXEL
+192.6%
-75.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | -2.0% | -2.9% | +0.9% | -1.8% |
| 30D | -3.4% | +11.9% | -15.3% | -4.0% |
| 3M | -9.0% | +9.2% | -18.2% | -9.5% |
| 6M | -5.0% | +39.1% | -44.1% | -6.7% |
| YTD | -0.3% | +31.0% | -31.4% | -1.9% |
| 1Y | +3.1% | +52.3% | -49.2% | +0.6% |
| 3Y | +111.0% | +159.7% | -48.8% | +95.0% |
| 5Y | +117.0% | +187.7% | -70.7% | +98.7% |
| All | +117.0% | +192.6% | -75.5% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 5y: compounded portfolio wealth divided by compounded EXEL 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…
5y analysis · Full analysis span regression · 6 months rolling