+71.4%
BTI vs RJF
+429.3%
-357.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.2% | -2.7% | +2.5% | +0.4% |
| 30D | -1.1% | -4.3% | +3.2% | -0.2% |
| 3M | -8.8% | +15.7% | -24.5% | -11.8% |
| 6M | -4.0% | +17.8% | -21.8% | -7.7% |
| YTD | +0.4% | +9.2% | -8.8% | -2.1% |
| 1Y | +1.9% | +2.8% | -0.8% | +0.6% |
| 3Y | +108.5% | +69.5% | +39.1% | +79.6% |
| 5Y | +118.5% | +105.9% | +12.6% | +75.8% |
| All | +71.4% | +429.3% | -357.8% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling