+152.0%
BTI vs REPL
-35.8%
+187.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.4% |
| 7D | -3.0% | +5.3% | -8.3% | -3.0% |
| 30D | +9.8% | +66.6% | -56.9% | +9.9% |
| 3M | +9.2% | +59.6% | -50.4% | +9.3% |
| 6M | +4.0% | +482.4% | -478.3% | +3.6% |
| YTD | +12.7% | +124.1% | -111.4% | +12.3% |
| 1Y | +15.9% | +138.6% | -122.6% | +15.5% |
| 3Y | +148.9% | +96.0% | +52.9% | +141.6% |
| All | +152.0% | -35.8% | +187.8% | +137.9% |
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