+105.1%
BTI vs RUN
-37.3%
+142.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.4% |
| 7D | -2.4% | -1.8% | -0.6% | -2.4% |
| 30D | -4.8% | -10.8% | +6.1% | -4.6% |
| 3M | -8.1% | -30.2% | +22.0% | -7.6% |
| 6M | -4.2% | -22.3% | +18.1% | -4.0% |
| YTD | -1.3% | -52.2% | +50.9% | -0.5% |
| 1Y | +2.1% | -45.1% | +47.2% | +2.5% |
| All | +105.1% | -37.3% | +142.4% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling