+196.5%
ECL vs BTI
+124.3%
+72.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.3% | -3.0% | +0.8% | -1.2% |
| 30D | +8.3% | +9.8% | -1.5% | +4.8% |
| 3M | +8.4% | +9.2% | -0.7% | +5.0% |
| 6M | +23.3% | +4.0% | +19.2% | +20.9% |
| YTD | +18.2% | +12.7% | +5.5% | +12.5% |
| 1Y | +18.8% | +15.9% | +2.8% | +11.8% |
| 3Y | +78.5% | +148.9% | -70.4% | +24.4% |
| 5Y | +40.1% | +152.8% | -112.7% | -4.3% |
| 10Y | +196.5% | +124.2% | +72.3% | +92.5% |
| All | +196.5% | +124.3% | +72.2% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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