-51.4%
VG vs BTI
+82.5%
-133.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | -1.0% |
| 7D | -22.0% | -1.0% | -21.0% | -22.2% |
| 30D | -11.6% | +13.0% | -24.6% | -8.4% |
| 3M | -14.9% | +5.3% | -20.2% | -13.3% |
| 6M | -3.5% | +5.3% | -8.8% | -1.5% |
| YTD | +70.0% | +12.4% | +57.6% | +76.0% |
| 1Y | +50.0% | +18.9% | +31.0% | +57.5% |
| All | -51.4% | +82.5% | -133.8% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling