+790.3%
VLO vs BTI
+131.8%
+658.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.7% |
| 7D | +9.6% | +1.6% | +8.0% | +8.9% |
| 30D | -17.4% | +9.2% | -26.6% | -20.6% |
| 3M | +10.8% | +9.6% | +1.1% | +6.1% |
| 6M | +56.9% | -2.4% | +59.4% | +56.9% |
| YTD | +136.8% | +14.2% | +122.5% | +118.2% |
| 1Y | +120.7% | +20.3% | +100.4% | +98.2% |
| 3Y | +231.9% | +147.4% | +84.5% | +99.8% |
| 5Y | +479.0% | +155.4% | +323.6% | +237.5% |
| All | +790.3% | +131.8% | +658.5% | +348.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling