+35,889.1%
VLO vs BTI
+6,053.3%
+29,835.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +5.2% | -1.4% | +6.6% | +5.6% |
| 30D | +22.6% | -6.6% | +29.2% | +24.8% |
| 3M | +43.8% | -3.0% | +46.8% | +44.4% |
| 6M | +65.7% | -6.7% | +72.4% | +67.5% |
| YTD | +131.1% | +0.6% | +130.5% | +128.1% |
| 1Y | +143.6% | +5.6% | +138.0% | +136.8% |
| 3Y | +201.4% | +110.3% | +91.1% | +136.2% |
| 5Y | +568.9% | +114.3% | +454.6% | +420.3% |
| 10Y | +891.8% | +67.7% | +824.2% | +707.6% |
| All | +35,889.1% | +6,053.3% | +29,835.7% | +17,354.2% |
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 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