+387.0%
VNQ vs BTI
+1,099.9%
-712.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | -0.9% | -2.4% | +1.5% | +0.3% |
| 30D | -2.2% | -4.8% | +2.5% | +0.1% |
| 3M | -1.9% | -8.1% | +6.2% | +1.8% |
| 6M | +3.2% | -4.2% | +7.4% | +4.4% |
| YTD | +9.4% | -1.3% | +10.7% | +8.5% |
| 1Y | +7.5% | +2.1% | +5.4% | +4.6% |
| 3Y | +31.1% | +108.9% | -77.9% | -13.5% |
| 5Y | +6.6% | +114.5% | -107.9% | -32.2% |
| 10Y | +63.9% | +72.2% | -8.3% | +9.5% |
| All | +387.0% | +1,099.9% | -712.9% | +26.6% |
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