+50.3%
EWZ vs BTI
+114.6%
-64.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.6% |
| 7D | +1.4% | -2.9% | +4.3% | +2.7% |
| 30D | -25.1% | +8.3% | -33.4% | -28.1% |
| 3M | -7.7% | +2.9% | -10.6% | -9.6% |
| 6M | -15.8% | +6.2% | -22.1% | -19.6% |
| YTD | +3.6% | +10.9% | -7.3% | -3.4% |
| 1Y | +5.5% | +16.6% | -11.1% | -4.1% |
| 3Y | +22.1% | +142.2% | -120.1% | -26.0% |
| 5Y | +58.3% | +151.3% | -92.9% | -8.1% |
| 10Y | +50.3% | +113.9% | -63.6% | -15.4% |
| All | +50.3% | +114.6% | -64.3% | -15.4% |
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