+41.4%
EXC vs BTI
+151.5%
-110.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -1.7% | -2.9% | +1.2% | -0.9% |
| 30D | +9.3% | +8.3% | +1.0% | +7.0% |
| 3M | +1.0% | +2.9% | -1.9% | +0.2% |
| 6M | +5.9% | +6.2% | -0.3% | +4.0% |
| YTD | +7.6% | +10.9% | -3.3% | +4.0% |
| 1Y | +2.4% | +16.6% | -14.2% | -2.5% |
| 3Y | +30.2% | +142.2% | -112.0% | -1.1% |
| 5Y | +41.4% | +151.3% | -109.9% | +4.7% |
| All | +41.4% | +151.5% | -110.2% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling