+266.6%
EW vs BTI
+128.7%
+137.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | +6.5% | -3.0% | +9.5% | +7.3% |
| 30D | +22.5% | +9.8% | +12.7% | +19.5% |
| 3M | +13.0% | +9.2% | +3.8% | +10.2% |
| 6M | +37.1% | +4.0% | +33.1% | +35.0% |
| YTD | +24.1% | +12.7% | +11.4% | +19.3% |
| 1Y | +24.2% | +15.9% | +8.3% | +18.4% |
| 3Y | +64.8% | +148.9% | -84.1% | +24.2% |
| 5Y | -7.4% | +152.8% | -160.2% | -31.3% |
| All | +266.6% | +128.7% | +137.9% | +153.2% |
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