+71.4%
BTI vs RMBS
+566.4%
-495.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -0.2% | +1.8% | -2.0% | -0.3% |
| 30D | -1.1% | -13.9% | +12.8% | -0.1% |
| 3M | -8.8% | -39.8% | +31.0% | -5.8% |
| 6M | -4.0% | -6.0% | +2.1% | -5.8% |
| YTD | +0.4% | -5.4% | +5.7% | -2.3% |
| 1Y | +1.9% | -1.8% | +3.7% | -1.9% |
| 3Y | +108.5% | +53.7% | +54.9% | +82.5% |
| 5Y | +118.5% | +268.5% | -150.0% | +52.8% |
| All | +71.4% | +566.4% | -495.0% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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