+118.3%
BTI vs VYM
+77.5%
+40.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -0.2% | -0.8% | +0.6% | +0.3% |
| 30D | -1.1% | -2.2% | +1.2% | +0.2% |
| 3M | -8.8% | +3.1% | -11.8% | -10.4% |
| 6M | -4.0% | +9.7% | -13.7% | -9.0% |
| YTD | +0.4% | +14.9% | -14.5% | -7.4% |
| 1Y | +1.9% | +17.6% | -15.6% | -7.2% |
| 3Y | +108.5% | +65.3% | +43.2% | +50.0% |
| All | +118.3% | +77.5% | +40.8% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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