+18.9%
ELV vs BTI
+114.1%
-95.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -2.2% | -2.4% | +0.2% | -1.6% |
| 30D | -0.2% | -4.8% | +4.6% | +1.0% |
| 3M | -6.1% | -8.1% | +2.0% | -4.5% |
| 6M | +42.8% | -4.2% | +47.0% | +42.8% |
| YTD | +14.4% | -1.3% | +15.7% | +13.0% |
| 1Y | +28.6% | +2.1% | +26.5% | +25.4% |
| 3Y | -7.4% | +108.9% | -116.3% | -32.2% |
| All | +18.9% | +114.1% | -95.2% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling