+66.5%
EWZ vs BTI
+131.8%
-65.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.8% |
| 7D | +0.8% | +1.6% | -0.9% | 0.0% |
| 30D | -24.4% | +9.2% | -33.6% | -27.6% |
| 3M | -4.6% | +9.6% | -14.2% | -9.1% |
| 6M | -11.6% | -2.4% | -9.1% | -11.6% |
| YTD | +2.4% | +14.2% | -11.9% | -5.7% |
| 1Y | +2.1% | +20.3% | -18.2% | -8.4% |
| 3Y | +18.7% | +147.4% | -128.7% | -28.4% |
| 5Y | +54.2% | +155.4% | -101.3% | -10.7% |
| All | +66.5% | +131.8% | -65.3% | -4.8% |
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