+18.0%
EIX vs BTI
+73.8%
-55.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -19.3% | -1.1% | -18.2% | -18.8% |
| 3M | -21.7% | -8.8% | -12.9% | -18.8% |
| 6M | -19.8% | -4.0% | -15.9% | -18.9% |
| YTD | -3.0% | +0.4% | -3.4% | -3.7% |
| 1Y | +5.1% | +1.9% | +3.2% | +3.5% |
| 3Y | -7.0% | +108.5% | -115.5% | -32.9% |
| 5Y | +22.0% | +118.5% | -96.5% | -15.1% |
| All | +18.0% | +73.8% | -55.8% | -24.1% |
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