+154.4%
BTI vs EXEL
+281.2%
-126.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +1.6% | -0.8% | +2.5% | +1.7% |
| 30D | +9.2% | +13.1% | -3.9% | +8.5% |
| 3M | +9.6% | +36.3% | -26.7% | +7.7% |
| 6M | -2.4% | +34.5% | -37.0% | -4.1% |
| YTD | +14.2% | +57.4% | -43.2% | +11.2% |
| 1Y | +20.3% | +62.9% | -42.6% | +16.8% |
| 3Y | +147.4% | +229.5% | -82.1% | +124.2% |
| All | +154.4% | +281.2% | -126.9% | +129.6% |
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