-29.4%
EW vs BTI
+115.0%
-144.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.5% |
| 7D | -4.4% | -1.4% | -3.1% | -4.2% |
| 30D | -3.3% | -7.0% | +3.7% | -2.2% |
| 3M | +1.0% | -6.3% | +7.3% | +1.9% |
| 6M | +6.2% | -2.0% | +8.2% | +6.2% |
| YTD | +1.7% | +0.2% | +1.5% | +1.3% |
| 1Y | +8.1% | +3.8% | +4.3% | +7.0% |
| 3Y | +17.1% | +112.1% | -95.0% | +0.8% |
| 5Y | -29.4% | +113.6% | -143.0% | -40.3% |
| All | -29.4% | +115.0% | -144.3% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling