+632.2%
VRT vs BTI
+154.6%
+477.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.2% |
| 7D | -17.7% | -0.1% | -17.6% | -17.8% |
| 30D | -20.0% | +9.6% | -29.6% | -21.1% |
| 3M | -28.1% | +8.3% | -36.4% | -29.0% |
| 6M | -42.8% | +7.5% | -50.3% | -44.2% |
| YTD | +20.0% | +12.3% | +7.7% | +15.9% |
| 1Y | +3.5% | +16.2% | -12.7% | -0.7% |
| 3Y | +366.1% | +148.0% | +218.1% | +233.1% |
| 5Y | +632.2% | +153.2% | +478.9% | +486.7% |
| All | +632.2% | +154.6% | +477.6% | +486.7% |
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