+2,385.0%
ELV vs BTI
+2,270.7%
+114.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -0.3% | -1.4% | +1.1% | +0.2% |
| 30D | +2.0% | -7.0% | +9.0% | +4.6% |
| 3M | -3.5% | -6.3% | +2.8% | -1.8% |
| 6M | +40.2% | -2.0% | +42.2% | +39.5% |
| YTD | +15.8% | +0.2% | +15.6% | +14.0% |
| 1Y | +33.2% | +3.8% | +29.4% | +29.1% |
| 3Y | -6.2% | +112.1% | -118.3% | -32.0% |
| 5Y | +16.4% | +113.6% | -97.2% | -16.4% |
| 10Y | +259.8% | +69.6% | +190.1% | +168.2% |
| All | +2,385.0% | +2,270.7% | +114.3% | +844.7% |
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 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