+1,127.7%
RSP vs BTI
+1,883.1%
-755.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -0.8% | -1.4% | +0.6% | -0.2% |
| 30D | -0.3% | -6.6% | +6.3% | +2.3% |
| 3M | +4.3% | -3.0% | +7.3% | +5.0% |
| 6M | +8.8% | -6.7% | +15.5% | +10.7% |
| YTD | +15.3% | +0.6% | +14.7% | +13.4% |
| 1Y | +18.3% | +5.6% | +12.7% | +13.8% |
| 3Y | +52.8% | +110.3% | -57.5% | +7.6% |
| 5Y | +51.7% | +114.3% | -62.6% | +4.5% |
| 10Y | +208.5% | +67.7% | +140.8% | +124.1% |
| All | +1,127.7% | +1,883.1% | -755.4% | +364.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 all: compounded portfolio wealth divided by compounded BTI 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…
all analysis · Full analysis span regression · 6 months rolling