+195.6%
EQT vs BTI
+116.5%
+79.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -1.2% | -2.0% | +0.8% | -0.5% |
| 30D | +1.1% | -3.4% | +4.5% | +2.3% |
| 3M | +4.8% | -9.0% | +13.8% | +7.8% |
| 6M | -10.6% | -5.0% | -5.6% | -9.8% |
| YTD | +3.4% | -0.3% | +3.8% | +2.0% |
| 1Y | +8.7% | +3.1% | +5.6% | +5.5% |
| 3Y | +35.0% | +111.0% | -76.0% | -13.2% |
| All | +195.6% | +116.5% | +79.1% | +79.6% |
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