+154.4%
BTI vs RGEN
-35.5%
+189.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | +1.6% | -3.3% | +4.9% | +1.7% |
| 30D | +9.2% | -5.8% | +15.1% | +9.4% |
| 3M | +9.6% | +0.2% | +9.5% | +9.5% |
| 6M | -2.4% | +56.8% | -59.2% | -4.1% |
| YTD | +14.2% | +2.4% | +11.8% | +14.0% |
| 1Y | +20.3% | +11.4% | +8.9% | +19.6% |
| 3Y | +147.4% | +15.2% | +132.2% | +143.0% |
| All | +154.4% | -35.5% | +189.8% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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