+496.4%
BTI vs VYM
+484.2%
+12.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.4% |
| 7D | -2.0% | -1.9% | -0.1% | -0.6% |
| 30D | -3.4% | -2.6% | -0.8% | -1.6% |
| 3M | -9.0% | +3.6% | -12.6% | -11.3% |
| 6M | -5.0% | +8.7% | -13.7% | -10.6% |
| YTD | -0.3% | +14.1% | -14.5% | -9.5% |
| 1Y | +3.1% | +17.8% | -14.7% | -8.6% |
| 3Y | +111.0% | +64.5% | +46.4% | +44.2% |
| 5Y | +117.0% | +77.5% | +39.5% | +39.2% |
| 10Y | +73.9% | +206.1% | -132.2% | -27.3% |
| All | +496.4% | +484.2% | +12.3% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling