+105.6%
BTI vs RVMD
+622.3%
-516.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -0.2% | -3.0% | +2.8% | -0.1% |
| 30D | -1.1% | -0.7% | -0.3% | -1.1% |
| 3M | -8.8% | +36.5% | -45.3% | -10.2% |
| 6M | -4.0% | +104.6% | -108.6% | -7.9% |
| YTD | +0.4% | +155.8% | -155.5% | -5.2% |
| 1Y | +1.9% | +340.7% | -338.8% | -6.7% |
| 3Y | +108.5% | +519.9% | -411.4% | +83.9% |
| 5Y | +118.5% | +584.9% | -466.4% | +86.5% |
| All | +105.6% | +622.3% | -516.7% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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