+105.4%
EXE vs BTI
+116.2%
-10.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | -2.2% | -2.0% | -0.2% | -1.6% |
| 30D | -0.8% | -3.4% | +2.6% | +0.2% |
| 3M | +10.0% | -9.0% | +19.0% | +12.7% |
| 6M | -6.3% | -5.0% | -1.3% | -5.7% |
| YTD | -10.7% | -0.3% | -10.3% | -11.6% |
| 1Y | +2.7% | +3.1% | -0.4% | +0.2% |
| 3Y | +19.1% | +111.0% | -91.8% | -16.8% |
| 5Y | +105.4% | +117.0% | -11.6% | +34.9% |
| All | +105.4% | +116.2% | -10.8% | +34.9% |
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