+120.5%
BTI vs ROIV
+232.7%
-112.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.1% |
| 7D | -1.4% | +0.6% | -2.0% | -1.4% |
| 30D | -6.6% | +1.0% | -7.6% | -6.6% |
| 3M | -3.0% | +18.3% | -21.3% | -3.5% |
| 6M | -6.7% | +18.3% | -25.0% | -7.2% |
| YTD | +0.6% | +61.0% | -60.4% | -1.0% |
| 1Y | +5.6% | +177.9% | -172.3% | +2.2% |
| 3Y | +110.3% | +199.1% | -88.7% | +102.3% |
| 5Y | +114.3% | +250.7% | -136.4% | +94.9% |
| All | +120.5% | +232.7% | -112.2% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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