+4,122.4%
BTI vs EXEL
+273.2%
+3,849.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -1.4% | +8.4% | -9.8% | -1.8% |
| 30D | -6.6% | +4.1% | -10.7% | -6.9% |
| 3M | -3.0% | +12.4% | -15.4% | -3.7% |
| 6M | -6.7% | +41.5% | -48.2% | -8.6% |
| YTD | +0.6% | +34.6% | -34.1% | -1.3% |
| 1Y | +5.6% | +57.9% | -52.3% | +2.6% |
| 3Y | +110.3% | +159.5% | -49.2% | +97.3% |
| 5Y | +114.3% | +198.5% | -84.2% | +98.3% |
| 10Y | +67.7% | +411.4% | -343.7% | +46.3% |
| All | +4,122.4% | +273.2% | +3,849.3% | +3,056.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling