+70.3%
BTI vs RVTY
+139.0%
-68.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | -2.0% | -7.4% | +5.4% | -0.8% |
| 30D | -3.4% | +4.5% | -7.9% | -4.2% |
| 3M | -9.0% | +19.5% | -28.5% | -11.8% |
| 6M | -5.0% | +34.1% | -39.1% | -10.2% |
| YTD | -0.3% | +25.3% | -25.6% | -4.9% |
| 1Y | +3.1% | +47.0% | -43.9% | -4.6% |
| 3Y | +111.0% | +14.1% | +96.8% | +99.0% |
| 5Y | +117.0% | -34.6% | +151.6% | +128.8% |
| All | +70.3% | +139.0% | -68.7% | +18.5% |
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