+131.9%
BTI vs RCAT
-99.8%
+231.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.4% |
| 7D | +1.6% | -5.9% | +7.6% | +1.7% |
| 30D | +9.2% | -19.7% | +28.9% | +9.3% |
| 3M | +9.6% | -62.9% | +72.5% | +9.9% |
| 6M | -2.4% | -59.6% | +57.1% | -2.3% |
| YTD | +14.2% | -52.1% | +66.3% | +14.2% |
| 1Y | +20.3% | -50.9% | +71.2% | +20.3% |
| 3Y | +147.4% | +333.8% | -186.4% | +144.7% |
| 5Y | +155.4% | +40.7% | +114.7% | +153.0% |
| All | +131.9% | -99.8% | +231.7% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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