+197.7%
EXC vs BTI
+125.1%
+72.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +9.0% | +9.6% | -0.6% | +5.8% |
| 3M | +3.3% | +8.3% | -5.0% | +0.5% |
| 6M | +5.7% | +7.5% | -1.8% | +2.8% |
| YTD | +7.3% | +12.3% | -4.9% | +2.5% |
| 1Y | +2.9% | +16.2% | -13.3% | -3.0% |
| 3Y | +29.3% | +148.0% | -118.7% | -7.3% |
| 5Y | +40.1% | +153.2% | -113.2% | -1.7% |
| 10Y | +197.7% | +128.2% | +69.4% | +85.1% |
| All | +197.7% | +125.1% | +72.6% | +85.1% |
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