+117.0%
BTI vs RBA
+36.6%
+80.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.1% |
| 7D | -2.0% | -3.3% | +1.3% | -1.6% |
| 30D | -3.4% | -9.8% | +6.4% | -2.4% |
| 3M | -9.0% | -23.5% | +14.5% | -6.5% |
| 6M | -5.0% | -21.5% | +16.5% | -2.8% |
| YTD | -0.3% | -21.2% | +20.8% | +1.7% |
| 1Y | +3.1% | -30.2% | +33.3% | +6.7% |
| 3Y | +111.0% | +25.3% | +85.6% | +102.6% |
| 5Y | +117.0% | +35.1% | +81.9% | +103.0% |
| All | +117.0% | +36.6% | +80.4% | +103.0% |
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