+280.4%
EMR vs BTI
+131.8%
+148.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | +2.8% | +1.6% | +1.2% | +2.3% |
| 30D | +3.7% | +9.2% | -5.6% | +0.6% |
| 3M | +2.0% | +9.6% | -7.6% | -1.3% |
| 6M | +22.1% | -2.4% | +24.6% | +22.2% |
| YTD | +27.2% | +14.2% | +13.0% | +19.8% |
| 1Y | +32.0% | +20.3% | +11.7% | +22.0% |
| 3Y | +103.3% | +147.4% | -44.1% | +38.4% |
| 5Y | +88.2% | +155.4% | -67.2% | +24.4% |
| All | +280.4% | +131.8% | +148.6% | +143.5% |
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 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