+58.3%
EMR vs BTI
+105.9%
-47.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | +0.9% | -2.4% | +3.3% | +1.0% |
| 30D | -5.0% | -4.8% | -0.2% | -4.8% |
| 3M | +5.9% | -8.1% | +14.0% | +6.1% |
| 6M | +7.3% | -4.2% | +11.5% | +7.2% |
| YTD | +14.6% | -1.3% | +15.9% | +14.3% |
| 1Y | +15.6% | +2.1% | +13.5% | +15.4% |
| All | +58.3% | +105.9% | -47.6% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling