+4,285.9%
EMR vs BTI
+6,795.3%
-2,509.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -2.0% | -3.0% | +1.1% | -1.3% |
| 30D | +2.8% | +9.8% | -6.9% | +0.4% |
| 3M | +2.0% | +9.2% | -7.2% | -0.5% |
| 6M | +20.7% | +4.0% | +16.7% | +18.6% |
| YTD | +27.3% | +12.7% | +14.6% | +22.3% |
| 1Y | +31.0% | +15.9% | +15.1% | +25.0% |
| 3Y | +103.6% | +148.9% | -45.3% | +57.4% |
| 5Y | +88.6% | +152.8% | -64.2% | +44.5% |
| 10Y | +280.6% | +124.2% | +156.4% | +194.3% |
| All | +4,285.9% | +6,795.3% | -2,509.4% | +1,868.8% |
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