+23.6%
EW vs BTI
+15.9%
+7.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.9% | -3.2% | +8.2% | +5.5% |
| 30D | +24.1% | +9.7% | +14.4% | +22.2% |
| 3M | +13.7% | +11.1% | +2.6% | +11.7% |
| 6M | +32.7% | -1.2% | +33.9% | +33.4% |
| YTD | +24.1% | +12.7% | +11.4% | +21.3% |
| 1Y | +23.6% | +15.8% | +7.8% | +20.0% |
| All | +23.6% | +15.9% | +7.7% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling