-1.3%
EIX vs BTI
+113.6%
-115.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +0.9% | -1.4% | +2.3% | +1.4% |
| 30D | -13.5% | -7.0% | -6.5% | -11.5% |
| 3M | -15.3% | -6.3% | -8.9% | -13.5% |
| 6M | -15.3% | -2.0% | -13.4% | -14.9% |
| YTD | +2.7% | +0.2% | +2.5% | +2.5% |
| 1Y | +17.4% | +3.8% | +13.7% | +16.1% |
| 3Y | -1.3% | +112.1% | -113.4% | -23.7% |
| All | -1.3% | +113.6% | -115.0% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling