+114.5%
BTI vs RBA
+39.8%
+74.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.4% | -1.9% | -0.5% | -2.2% |
| 30D | -4.8% | -13.0% | +8.2% | -3.4% |
| 3M | -8.1% | -23.1% | +15.0% | -5.7% |
| 6M | -4.2% | -22.6% | +18.4% | -1.8% |
| YTD | -1.3% | -20.4% | +19.1% | +0.6% |
| 1Y | +2.1% | -29.6% | +31.7% | +5.5% |
| 3Y | +108.9% | +26.6% | +82.4% | +100.4% |
| 5Y | +114.5% | +38.2% | +76.3% | +100.2% |
| All | +114.5% | +39.8% | +74.7% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling