+151.9%
BTI vs RVTY
-11.6%
+163.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -3.2% | +4.1% | -7.3% | -3.5% |
| 30D | +9.7% | +1.3% | +8.4% | +9.5% |
| 3M | +11.1% | +33.3% | -22.2% | +8.2% |
| 6M | -1.2% | +58.3% | -59.5% | -5.4% |
| YTD | +12.7% | +62.7% | -50.0% | +7.2% |
| 1Y | +15.8% | +67.2% | -51.4% | +10.0% |
| 3Y | +148.9% | +87.3% | +61.6% | +128.9% |
| 5Y | +151.9% | -13.4% | +165.4% | +149.6% |
| All | +151.9% | -11.6% | +163.5% | +149.6% |
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