+105.5%
V vs BTI
+151.5%
-46.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -0.8% | -2.9% | +2.2% | -0.1% |
| 30D | +9.5% | +8.3% | +1.3% | +7.5% |
| 3M | +16.7% | +2.9% | +13.8% | +15.8% |
| 6M | +32.9% | +6.2% | +26.7% | +30.6% |
| YTD | +21.1% | +10.9% | +10.2% | +17.2% |
| 1Y | +26.6% | +16.6% | +10.1% | +20.8% |
| 3Y | +78.4% | +142.2% | -63.9% | +33.4% |
| 5Y | +105.5% | +151.3% | -45.8% | +47.7% |
| All | +105.5% | +151.5% | -46.0% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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