+14,053.0%
ECL vs BTI
+6,769.3%
+7,283.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +0.4% | -0.1% | +0.6% | +0.5% |
| 30D | +8.6% | +9.6% | -1.0% | +6.3% |
| 3M | +7.9% | +8.3% | -0.4% | +5.8% |
| 6M | +21.0% | +7.5% | +13.5% | +18.7% |
| YTD | +17.5% | +12.3% | +5.3% | +13.9% |
| 1Y | +19.7% | +16.2% | +3.4% | +15.0% |
| 3Y | +77.4% | +148.0% | -70.6% | +41.9% |
| 5Y | +38.7% | +153.2% | -114.6% | +10.0% |
| 10Y | +193.5% | +128.2% | +65.3% | +132.8% |
| All | +14,053.0% | +6,769.3% | +7,283.7% | +7,061.2% |
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