+84.1%
EWZ vs BTI
+67.8%
+16.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.2% |
| 7D | +5.6% | -1.4% | +7.0% | +6.3% |
| 30D | +9.3% | -7.0% | +16.3% | +12.9% |
| 3M | +15.7% | -6.3% | +22.0% | +18.4% |
| 6M | +7.4% | -2.0% | +9.4% | +6.9% |
| YTD | +22.7% | +0.2% | +22.5% | +20.6% |
| 1Y | +36.4% | +3.8% | +32.6% | +31.5% |
| 3Y | +50.4% | +112.1% | -61.7% | -2.5% |
| 5Y | +67.6% | +113.6% | -46.0% | +5.8% |
| 10Y | +84.1% | +69.6% | +14.4% | +25.2% |
| All | +84.1% | +67.8% | +16.3% | +25.2% |
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