+432.5%
EWZ vs BTI
+3,480.8%
-3,048.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +6.5% | -1.4% | +7.9% | +7.2% |
| 30D | +4.8% | -6.6% | +11.5% | +8.3% |
| 3M | +9.9% | -3.0% | +12.9% | +10.6% |
| 6M | +1.9% | -6.7% | +8.6% | +4.1% |
| YTD | +20.3% | +0.6% | +19.7% | +18.0% |
| 1Y | +35.6% | +5.6% | +30.0% | +29.4% |
| 3Y | +43.4% | +110.3% | -66.9% | -7.3% |
| 5Y | +55.9% | +114.3% | -58.3% | -1.9% |
| 10Y | +84.2% | +67.7% | +16.5% | +27.6% |
| All | +432.5% | +3,480.8% | -3,048.2% | +101.7% |
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