+117.0%
BTI vs RVTY
-34.5%
+151.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | -2.0% | -7.4% | +5.4% | -1.3% |
| 30D | -3.4% | +4.5% | -7.9% | -3.8% |
| 3M | -9.0% | +19.5% | -28.5% | -10.5% |
| 6M | -5.0% | +34.1% | -39.1% | -7.9% |
| YTD | -0.3% | +25.3% | -25.6% | -2.9% |
| 1Y | +3.1% | +47.0% | -43.9% | -1.2% |
| 3Y | +111.0% | +14.1% | +96.8% | +104.7% |
| 5Y | +117.0% | -34.6% | +151.6% | +118.3% |
| All | +117.0% | -34.5% | +151.5% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling