+21.2%
EXE vs BTI
+149.4%
-128.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.2% |
| 3M | -5.9% | +9.6% | -15.5% | -6.9% |
| 6M | -5.7% | -2.4% | -3.3% | -5.4% |
| YTD | -17.8% | +14.2% | -32.1% | -19.2% |
| 1Y | -23.1% | +20.3% | -43.4% | -24.9% |
| 3Y | +21.2% | +147.4% | -126.2% | -2.1% |
| All | +21.2% | +149.4% | -128.2% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling