+193.8%
VLO vs BTI
+105.9%
+87.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.6% |
| 7D | +6.2% | -2.4% | +8.7% | +6.3% |
| 30D | +23.5% | -4.8% | +28.3% | +23.6% |
| 3M | +53.9% | -8.1% | +62.0% | +54.0% |
| 6M | +81.7% | -4.2% | +85.9% | +81.3% |
| YTD | +142.5% | -1.3% | +143.8% | +141.2% |
| 1Y | +145.4% | +2.1% | +143.3% | +143.1% |
| All | +193.8% | +105.9% | +87.9% | +144.2% |
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 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