+71.4%
BTI vs RNG
+222.9%
-151.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.2% | -6.1% | +5.9% | +0.1% |
| 30D | -1.1% | +9.6% | -10.7% | -1.5% |
| 3M | -8.8% | +83.3% | -92.1% | -11.5% |
| 6M | -4.0% | +77.9% | -81.9% | -7.0% |
| YTD | +0.4% | +139.9% | -139.6% | -4.8% |
| 1Y | +1.9% | +121.7% | -119.7% | -3.0% |
| 3Y | +108.5% | +121.9% | -13.4% | +95.7% |
| 5Y | +118.5% | -68.4% | +186.9% | +126.6% |
| All | +71.4% | +222.9% | -151.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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