+131.9%
BTI vs RBA
+207.2%
-75.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.3% |
| 7D | +1.6% | +1.7% | -0.1% | +1.4% |
| 30D | +9.2% | +8.3% | +0.9% | +7.9% |
| 3M | +9.6% | +10.5% | -0.9% | +7.9% |
| 6M | -2.4% | -5.9% | +3.4% | -2.0% |
| YTD | +14.2% | -6.9% | +21.1% | +14.4% |
| 1Y | +20.3% | -4.9% | +25.2% | +20.1% |
| 3Y | +147.4% | +64.5% | +83.0% | +125.1% |
| 5Y | +155.4% | +46.1% | +109.4% | +133.7% |
| All | +131.9% | +207.2% | -75.2% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling