+2,340.5%
EXC vs BTI
+6,053.3%
-3,712.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +0.3% | -1.4% | +1.7% | +0.6% |
| 30D | -3.7% | -6.6% | +2.9% | -2.3% |
| 3M | -1.3% | -3.0% | +1.7% | -0.7% |
| 6M | -9.7% | -6.7% | -3.0% | -8.6% |
| YTD | +2.9% | +0.6% | +2.3% | +2.3% |
| 1Y | +4.4% | +5.6% | -1.2% | +2.6% |
| 3Y | +22.2% | +110.3% | -88.1% | +2.2% |
| 5Y | +46.7% | +114.3% | -67.6% | +21.5% |
| 10Y | +155.3% | +67.7% | +87.7% | +117.2% |
| All | +2,340.5% | +6,053.3% | -3,712.8% | +1,140.1% |
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 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