+80.3%
EXE vs BTI
+153.9%
-73.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +5.3% | +1.6% | +3.7% | +4.9% |
| 30D | -2.2% | +9.2% | -11.4% | -4.7% |
| 3M | -5.9% | +9.6% | -15.5% | -8.4% |
| 6M | -5.7% | -2.4% | -3.3% | -5.3% |
| YTD | -17.8% | +14.2% | -32.1% | -21.9% |
| 1Y | -23.1% | +20.3% | -43.4% | -28.3% |
| 3Y | +21.2% | +147.4% | -126.2% | -19.1% |
| All | +80.3% | +153.9% | -73.7% | +10.3% |
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 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