+117.8%
EW vs BTI
+73.8%
+44.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | -6.2% | -0.2% | -6.0% | -6.1% |
| 30D | -9.3% | -1.1% | -8.3% | -9.1% |
| 3M | -1.6% | -8.8% | +7.1% | +0.6% |
| 6M | -0.8% | -4.0% | +3.1% | -0.3% |
| YTD | -1.0% | +0.4% | -1.4% | -1.9% |
| 1Y | +8.2% | +1.9% | +6.2% | +6.7% |
| 3Y | +12.7% | +108.5% | -95.8% | -11.3% |
| 5Y | -30.2% | +118.5% | -148.7% | -46.5% |
| All | +117.8% | +73.8% | +44.0% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling