+146.4%
BTI vs ROIV
+270.3%
-123.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.2% | -9.6% | -3.6% |
| 7D | -1.0% | +5.3% | -6.4% | -1.2% |
| 30D | +13.0% | +11.9% | +1.1% | +12.6% |
| 3M | +5.3% | +10.7% | -5.4% | +5.0% |
| 6M | +5.3% | +34.9% | -29.6% | +4.3% |
| YTD | +12.4% | +79.2% | -66.8% | +10.3% |
| 1Y | +18.9% | +89.0% | -70.1% | +16.5% |
| 3Y | +144.0% | +337.3% | -193.3% | +132.9% |
| 5Y | +156.3% | +402.3% | -246.1% | +133.7% |
| All | +146.4% | +270.3% | -123.8% | +120.4% |
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