+162.9%
RTX vs BTI
+113.9%
+49.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -1.6% | -2.4% | +0.8% | -1.1% |
| 30D | -11.6% | -4.8% | -6.8% | -10.6% |
| 3M | +9.2% | -8.1% | +17.3% | +10.8% |
| 6M | -4.4% | -4.2% | -0.2% | -4.2% |
| YTD | +8.9% | -1.3% | +10.2% | +8.2% |
| 1Y | +32.1% | +2.1% | +30.0% | +30.0% |
| 3Y | +151.2% | +108.9% | +42.3% | +100.1% |
| 5Y | +162.9% | +114.5% | +48.4% | +98.2% |
| All | +162.9% | +113.9% | +49.0% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling