+114.9%
BTI vs VMC
+46.8%
+68.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.0% |
| 7D | -2.4% | -5.3% | +2.9% | -1.6% |
| 30D | -4.8% | -12.3% | +7.5% | -2.9% |
| 3M | -8.1% | -10.3% | +2.2% | -6.7% |
| 6M | -4.2% | -8.6% | +4.4% | -3.1% |
| YTD | -1.3% | -11.9% | +10.6% | +0.2% |
| 1Y | +2.1% | -13.9% | +16.0% | +4.0% |
| 3Y | +108.9% | +18.2% | +90.8% | +98.9% |
| All | +114.9% | +46.8% | +68.1% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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