+65.8%
EMR vs BTI
+113.9%
-48.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | +0.9% | -2.4% | +3.3% | +1.3% |
| 30D | -5.0% | -4.8% | -0.2% | -4.2% |
| 3M | +5.9% | -8.1% | +14.0% | +7.2% |
| 6M | +7.3% | -4.2% | +11.5% | +7.4% |
| YTD | +14.6% | -1.3% | +15.9% | +13.8% |
| 1Y | +15.6% | +2.1% | +13.5% | +14.0% |
| 3Y | +60.2% | +108.9% | -48.7% | +27.5% |
| 5Y | +65.8% | +114.5% | -48.6% | +28.6% |
| All | +65.8% | +113.9% | -48.1% | +28.6% |
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