+114.5%
BTI vs REPL
-53.9%
+168.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.5% |
| 7D | -2.4% | -9.6% | +7.1% | -2.4% |
| 30D | -4.8% | +5.7% | -10.5% | -4.8% |
| 3M | -8.1% | +56.4% | -64.5% | -8.0% |
| 6M | -4.2% | +67.4% | -71.6% | -4.7% |
| YTD | -1.3% | +48.7% | -50.0% | -1.7% |
| 1Y | +2.1% | +148.3% | -146.2% | +1.1% |
| 3Y | +108.9% | -26.7% | +135.6% | +104.5% |
| 5Y | +114.5% | -54.1% | +168.6% | +104.1% |
| All | +114.5% | -53.9% | +168.4% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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