-34.6%
ELAN vs BTI
+110.3%
-144.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -4.6% | -2.4% | -2.2% | -3.8% |
| 30D | +5.7% | -4.8% | +10.5% | +7.4% |
| 3M | -3.9% | -8.1% | +4.2% | -1.5% |
| 6M | -1.6% | -4.2% | +2.6% | -0.9% |
| YTD | +4.1% | -1.3% | +5.4% | +3.6% |
| 1Y | +25.5% | +2.1% | +23.4% | +23.3% |
| 3Y | +103.2% | +108.9% | -5.7% | +50.5% |
| 5Y | -29.8% | +114.5% | -144.3% | -49.2% |
| All | -34.6% | +110.3% | -144.9% | -55.8% |
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