+160.8%
EXC vs BTI
+68.1%
+92.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | +0.3% | -2.4% | +2.8% | +1.2% |
| 30D | -0.9% | -4.8% | +3.9% | +0.7% |
| 3M | -2.7% | -8.1% | +5.4% | -0.1% |
| 6M | -9.4% | -4.2% | -5.2% | -8.5% |
| YTD | +3.0% | -1.3% | +4.3% | +2.7% |
| 1Y | +5.1% | +2.1% | +3.0% | +3.4% |
| 3Y | +20.6% | +108.9% | -88.3% | -8.7% |
| 5Y | +45.7% | +114.5% | -68.8% | +7.7% |
| 10Y | +160.8% | +72.2% | +88.6% | +77.3% |
| All | +160.8% | +68.1% | +92.7% | +77.3% |
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 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