+23.6%
VRT vs BTI
+18.0%
+5.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -3.2% |
| 7D | +10.5% | +1.6% | +8.9% | +11.1% |
| 30D | -9.3% | +9.2% | -18.5% | -7.4% |
| 3M | -29.6% | +9.6% | -39.2% | -27.8% |
| 6M | -45.4% | -2.4% | -42.9% | -42.0% |
| YTD | +24.8% | +14.2% | +10.6% | +21.6% |
| 1Y | +23.6% | +20.3% | +3.3% | +16.8% |
| All | +23.6% | +18.0% | +5.6% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling