+85.5%
ETN vs BTI
+109.4%
-23.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +4.0% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | -7.5% | -1.1% | -6.4% | -7.6% |
| 3M | +8.3% | -8.8% | +17.1% | +7.6% |
| 6M | +20.2% | -4.0% | +24.1% | +19.1% |
| YTD | +34.7% | +0.4% | +34.3% | +33.7% |
| 1Y | +19.4% | +1.9% | +17.5% | +18.9% |
| 3Y | +85.5% | +108.5% | -23.0% | +82.4% |
| All | +85.5% | +109.4% | -23.9% | +82.4% |
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