-39.3%
VG vs BTI
+63.3%
-102.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.7% |
| 7D | +1.7% | -1.4% | +3.1% | +1.3% |
| 30D | +16.0% | -6.6% | +22.6% | +13.9% |
| 3M | +9.7% | -3.0% | +12.7% | +9.2% |
| 6M | +29.6% | -6.7% | +36.2% | +28.9% |
| YTD | +112.0% | +0.6% | +111.5% | +112.1% |
| 1Y | +12.8% | +5.6% | +7.2% | +14.8% |
| All | -39.3% | +63.3% | -102.6% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling