-44.1%
VG vs BTI
+82.9%
-127.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.8% | +4.7% |
| 7D | +15.1% | -3.2% | +18.3% | +13.9% |
| 30D | -4.2% | +9.7% | -13.9% | -1.4% |
| 3M | -3.1% | +11.1% | -14.2% | +0.1% |
| 6M | +0.3% | -1.2% | +1.5% | +0.8% |
| YTD | +95.5% | +12.7% | +82.8% | +102.6% |
| 1Y | +64.4% | +15.8% | +48.6% | +71.6% |
| All | -44.1% | +82.9% | -127.0% | -25.2% |
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