+131.9%
BTI vs VFC
-48.6%
+180.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.9% | +1.1% |
| 7D | +1.6% | +1.6% | 0.0% | +1.5% |
| 30D | +9.2% | +25.5% | -16.3% | +6.6% |
| 3M | +9.6% | +41.3% | -31.6% | +5.6% |
| 6M | -2.4% | +22.2% | -24.7% | -4.9% |
| YTD | +14.2% | +16.4% | -2.2% | +11.3% |
| 1Y | +20.3% | +38.4% | -18.1% | +14.8% |
| 3Y | +147.4% | +56.2% | +91.2% | +113.7% |
| 5Y | +155.4% | -68.2% | +223.6% | +205.0% |
| All | +131.9% | -48.6% | +180.6% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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