+349.8%
EWZ vs BTI
+3,902.0%
-3,552.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +2.4% |
| 7D | -1.5% | -1.0% | -0.5% | -1.0% |
| 30D | -24.5% | +13.0% | -37.5% | -29.4% |
| 3M | -10.7% | +5.3% | -16.0% | -13.7% |
| 6M | -19.1% | +5.3% | -24.4% | -22.6% |
| YTD | +1.6% | +12.4% | -10.8% | -6.4% |
| 1Y | +4.3% | +18.9% | -14.7% | -6.8% |
| 3Y | +19.0% | +144.0% | -125.1% | -29.2% |
| 5Y | +57.7% | +156.3% | -98.6% | -10.2% |
| 10Y | +51.3% | +115.3% | -63.9% | -8.5% |
| All | +349.8% | +3,902.0% | -3,552.2% | +60.0% |
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