+20,176.5%
ETN vs BTI
+5,940.0%
+14,236.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.3% |
| 7D | +6.2% | -2.4% | +8.7% | +6.8% |
| 30D | -6.7% | -4.8% | -1.9% | -5.7% |
| 3M | +3.6% | -8.1% | +11.7% | +4.9% |
| 6M | +18.3% | -4.2% | +22.5% | +18.3% |
| YTD | +31.5% | -1.3% | +32.7% | +30.4% |
| 1Y | +20.6% | +2.1% | +18.4% | +18.6% |
| 3Y | +82.5% | +108.9% | -26.4% | +50.0% |
| 5Y | +177.8% | +114.5% | +63.3% | +125.4% |
| 10Y | +705.0% | +72.2% | +632.8% | +569.6% |
| All | +20,176.5% | +5,940.0% | +14,236.5% | +10,365.4% |
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 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