+3.4%
EXC vs BTI
+24.7%
-21.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +0.8% |
| 7D | +3.3% | +5.3% | -2.0% | +2.0% |
| 30D | +13.3% | +19.1% | -5.8% | +9.1% |
| 3M | +1.8% | +6.5% | -4.7% | +0.4% |
| 6M | +1.1% | +9.4% | -8.3% | -0.7% |
| YTD | +9.0% | +14.4% | -5.4% | +6.7% |
| 1Y | +3.4% | +23.9% | -20.5% | -1.3% |
| All | +3.4% | +24.7% | -21.3% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling