-23.1%
EXE vs BTI
+18.0%
-41.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | +5.3% | +1.6% | +3.7% | +5.2% |
| 30D | -2.2% | +9.2% | -11.4% | -3.0% |
| 3M | -5.9% | +9.6% | -15.5% | -6.6% |
| 6M | -5.7% | -2.4% | -3.3% | -5.1% |
| YTD | -17.8% | +14.2% | -32.1% | -17.5% |
| 1Y | -23.1% | +20.3% | -43.4% | -23.3% |
| All | -23.1% | +18.0% | -41.2% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling