+603.4%
VLO vs BTI
+117.2%
+486.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.4% |
| 7D | +5.8% | -1.4% | +7.1% | +6.1% |
| 30D | +28.3% | -7.0% | +35.4% | +30.3% |
| 3M | +48.7% | -6.3% | +55.1% | +50.4% |
| 6M | +71.9% | -2.0% | +73.9% | +70.8% |
| YTD | +138.7% | +0.2% | +138.5% | +135.0% |
| 1Y | +148.5% | +3.8% | +144.7% | +141.6% |
| 3Y | +192.7% | +112.1% | +80.6% | +107.1% |
| All | +603.4% | +117.2% | +486.2% | +379.8% |
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