+7,692.7%
EW vs BTI
+5,152.0%
+2,540.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +4.9% | +1.6% | +3.3% | +4.5% |
| 30D | +23.9% | +9.2% | +14.7% | +21.1% |
| 3M | +15.8% | +9.6% | +6.1% | +12.9% |
| 6M | +31.7% | -2.4% | +34.1% | +31.8% |
| YTD | +25.7% | +14.2% | +11.5% | +20.6% |
| 1Y | +24.4% | +20.3% | +4.1% | +17.7% |
| 3Y | +65.9% | +147.4% | -81.5% | +28.1% |
| 5Y | -7.6% | +155.4% | -163.1% | -29.8% |
| 10Y | +253.2% | +127.3% | +125.9% | +167.0% |
| All | +7,692.7% | +5,152.0% | +2,540.7% | +3,555.0% |
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 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