+94.8%
BTI vs REPL
-6.0%
+100.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | -1.4% | -3.0% | +1.6% | -1.4% |
| 30D | -6.6% | +27.1% | -33.7% | -6.9% |
| 3M | -3.0% | +52.4% | -55.4% | -4.0% |
| 6M | -6.7% | +107.4% | -114.1% | -9.9% |
| YTD | +0.6% | +54.7% | -54.2% | -2.3% |
| 1Y | +5.6% | +158.9% | -153.3% | +0.2% |
| 3Y | +110.3% | -23.7% | +134.1% | +96.3% |
| 5Y | +114.3% | -54.3% | +168.6% | +102.1% |
| All | +94.8% | -6.0% | +100.8% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling