+5,912.0%
BTI vs RJF
+49,058.3%
-43,146.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.4% | -0.3% | -2.2% | -2.4% |
| 30D | -4.8% | -2.0% | -2.7% | -4.5% |
| 3M | -8.1% | +16.3% | -24.4% | -10.5% |
| 6M | -4.2% | +16.9% | -21.1% | -6.8% |
| YTD | -1.3% | +10.4% | -11.7% | -3.3% |
| 1Y | +2.1% | +7.4% | -5.3% | +0.4% |
| 3Y | +108.9% | +72.2% | +36.7% | +88.0% |
| 5Y | +114.5% | +105.1% | +9.4% | +85.5% |
| 10Y | +72.2% | +430.9% | -358.7% | +24.4% |
| All | +5,912.0% | +49,058.3% | -43,146.3% | +1,882.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling