+117.0%
BTI vs RGEN
-44.2%
+161.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.0% | -2.9% | +0.9% | -1.9% |
| 30D | -3.4% | -0.1% | -3.4% | -3.5% |
| 3M | -9.0% | +25.9% | -34.9% | -9.8% |
| 6M | -5.0% | +35.2% | -40.2% | -6.2% |
| YTD | -0.3% | +0.5% | -0.8% | -0.4% |
| 1Y | +3.1% | +37.0% | -33.9% | +1.6% |
| 3Y | +111.0% | +2.0% | +108.9% | +108.6% |
| 5Y | +117.0% | -44.2% | +161.2% | +104.5% |
| All | +117.0% | -44.2% | +161.2% | +104.5% |
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