+2,431.4%
BTI vs RSG
+2,013.0%
+418.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -4.8% | +3.7% | -8.4% | -5.4% |
| 3M | -8.1% | +6.2% | -14.3% | -9.2% |
| 6M | -4.2% | -2.8% | -1.4% | -3.7% |
| YTD | -1.3% | +5.9% | -7.2% | -2.5% |
| 1Y | +2.1% | -1.8% | +3.9% | +2.3% |
| 3Y | +108.9% | +57.5% | +51.4% | +90.9% |
| 5Y | +114.5% | +91.1% | +23.4% | +87.9% |
| 10Y | +72.2% | +428.1% | -355.8% | +26.8% |
| All | +2,431.4% | +2,013.0% | +418.4% | +1,718.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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