+34.3%
EIX vs BTI
+124.3%
-90.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -2.5% | -3.0% | +0.5% | -1.3% |
| 30D | +7.7% | +9.8% | -2.1% | +3.7% |
| 3M | -12.9% | +9.2% | -22.0% | -15.9% |
| 6M | -12.7% | +4.0% | -16.7% | -14.4% |
| YTD | +5.5% | +12.7% | -7.2% | -0.2% |
| 1Y | +9.4% | +15.9% | -6.6% | +2.2% |
| 3Y | +9.7% | +148.9% | -139.2% | -26.5% |
| 5Y | +16.9% | +152.8% | -135.8% | -23.5% |
| 10Y | +34.3% | +124.2% | -90.0% | -24.3% |
| All | +34.3% | +124.3% | -90.0% | -24.3% |
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 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