-35.6%
ELAN vs BTI
+113.8%
-149.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | +4.7% | -1.1% | +5.8% | +5.0% |
| 3M | -3.7% | -8.8% | +5.1% | -0.9% |
| 6M | -1.2% | -4.0% | +2.8% | -0.6% |
| YTD | +2.4% | +0.4% | +2.0% | +1.3% |
| 1Y | +23.4% | +1.9% | +21.4% | +21.3% |
| 3Y | +96.7% | +108.5% | -11.8% | +45.9% |
| 5Y | -30.6% | +118.5% | -149.1% | -50.1% |
| All | -35.6% | +113.8% | -149.5% | -56.7% |
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 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