+131.9%
BTI vs RVTY
+211.6%
-79.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.6% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +9.2% | +1.5% | +7.7% | +8.7% |
| 3M | +9.6% | +31.5% | -21.8% | +4.5% |
| 6M | -2.4% | +62.7% | -65.1% | -10.4% |
| YTD | +14.2% | +60.0% | -45.7% | +4.5% |
| 1Y | +20.3% | +65.7% | -45.4% | +9.3% |
| 3Y | +147.4% | +85.2% | +62.2% | +113.3% |
| 5Y | +155.4% | -14.9% | +170.3% | +157.2% |
| All | +131.9% | +211.6% | -79.7% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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