+2,930.1%
BTI vs RMBS
+1,363.4%
+1,566.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.4% |
| 7D | -1.4% | +3.0% | -4.3% | -1.5% |
| 30D | -7.0% | -14.4% | +7.4% | -6.7% |
| 3M | -6.3% | -42.8% | +36.5% | -5.1% |
| 6M | -2.0% | -1.4% | -0.6% | -2.5% |
| YTD | +0.2% | -5.4% | +5.6% | -0.4% |
| 1Y | +3.8% | +18.6% | -14.8% | +2.3% |
| 3Y | +112.1% | +57.3% | +54.8% | +105.4% |
| 5Y | +113.6% | +265.7% | -152.1% | +100.9% |
| 10Y | +69.6% | +546.0% | -476.4% | +56.2% |
| All | +2,930.1% | +1,363.4% | +1,566.7% | +2,745.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling