+154.4%
BTI vs VSH
+38.9%
+115.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +1.4% |
| 7D | +1.6% | +14.3% | -12.7% | +1.8% |
| 30D | +9.2% | -7.9% | +17.1% | +9.3% |
| 3M | +9.6% | -19.9% | +29.5% | +9.7% |
| 6M | -2.4% | -30.5% | +28.1% | -3.4% |
| YTD | +14.2% | +85.7% | -71.4% | +7.4% |
| 1Y | +20.3% | +98.9% | -78.6% | +12.7% |
| 3Y | +147.4% | +32.1% | +115.3% | +137.4% |
| All | +154.4% | +38.9% | +115.4% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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