+118.3%
BTI vs RMBS
+265.4%
-147.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.7% |
| 7D | -0.2% | +1.8% | -2.0% | -0.2% |
| 30D | -1.1% | -13.9% | +12.8% | -1.0% |
| 3M | -8.8% | -39.8% | +31.0% | -8.3% |
| 6M | -4.0% | -6.0% | +2.1% | -4.7% |
| YTD | +0.4% | -5.4% | +5.7% | -0.6% |
| 1Y | +1.9% | -1.8% | +3.7% | +0.8% |
| 3Y | +108.5% | +53.7% | +54.9% | +102.0% |
| All | +118.3% | +265.4% | -147.1% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling