+28.1%
ECL vs BTI
+115.0%
-86.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | -2.5% | -7.0% | +4.6% | -0.6% |
| 3M | +8.3% | -6.3% | +14.7% | +10.2% |
| 6M | -1.1% | -2.0% | +0.9% | -0.9% |
| YTD | +6.5% | +0.2% | +6.3% | +6.0% |
| 1Y | +2.1% | +3.8% | -1.7% | +0.6% |
| 3Y | +57.6% | +112.1% | -54.5% | +24.1% |
| 5Y | +28.1% | +113.6% | -85.6% | -0.4% |
| All | +28.1% | +115.0% | -86.9% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling