+2,451.8%
EXC vs BTI
+6,794.1%
-4,342.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -1.9% | -3.2% | +1.3% | -1.2% |
| 30D | +7.8% | +9.7% | -1.9% | +5.6% |
| 3M | +1.9% | +11.1% | -9.2% | -0.6% |
| 6M | +3.4% | -1.2% | +4.6% | +3.4% |
| YTD | +7.6% | +12.7% | -5.1% | +4.2% |
| 1Y | +2.1% | +15.8% | -13.7% | -1.7% |
| 3Y | +29.6% | +148.9% | -119.3% | +4.3% |
| 5Y | +39.5% | +151.9% | -112.4% | +11.4% |
| 10Y | +200.2% | +124.2% | +76.0% | +140.3% |
| All | +2,451.8% | +6,794.1% | -4,342.3% | +1,163.2% |
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