+6,002.7%
BTI vs VMC
+3,191.4%
+2,811.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | -1.4% | -0.5% | -0.8% | -1.3% |
| 30D | -7.0% | -9.1% | +2.1% | -5.3% |
| 3M | -6.3% | -4.1% | -2.2% | -5.7% |
| 6M | -2.0% | -5.5% | +3.6% | -1.2% |
| YTD | +0.2% | -8.9% | +9.1% | +1.5% |
| 1Y | +3.8% | -12.9% | +16.7% | +6.0% |
| 3Y | +112.1% | +22.1% | +89.9% | +99.8% |
| 5Y | +113.6% | +52.7% | +60.9% | +89.6% |
| 10Y | +69.6% | +152.7% | -83.1% | +29.7% |
| All | +6,002.7% | +3,191.4% | +2,811.3% | +2,386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling