+13,978.1%
ECL vs BTI
+6,794.1%
+7,183.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.5% | -3.2% | +2.8% | +0.3% |
| 30D | +6.6% | +9.7% | -3.1% | +4.3% |
| 3M | +9.6% | +11.1% | -1.4% | +6.9% |
| 6M | +21.6% | -1.2% | +22.8% | +21.6% |
| YTD | +16.9% | +12.7% | +4.2% | +13.2% |
| 1Y | +17.9% | +15.8% | +2.1% | +13.4% |
| 3Y | +76.5% | +148.9% | -72.4% | +41.1% |
| 5Y | +36.6% | +151.9% | -115.3% | +8.4% |
| 10Y | +193.2% | +124.2% | +69.0% | +133.3% |
| All | +13,978.1% | +6,794.1% | +7,183.9% | +7,017.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling