+1,058.9%
VST vs BTI
+92.3%
+966.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.3% | -2.3% |
| 7D | -6.0% | -0.1% | -5.9% | -6.3% |
| 30D | -18.8% | +9.6% | -28.3% | -21.2% |
| 3M | -8.0% | +8.3% | -16.3% | -10.7% |
| 6M | -10.9% | +7.5% | -18.4% | -14.2% |
| YTD | -18.3% | +12.3% | -30.6% | -22.6% |
| 1Y | -29.9% | +16.2% | -46.1% | -34.3% |
| 3Y | +290.3% | +148.0% | +142.3% | +175.9% |
| 5Y | +635.3% | +153.2% | +482.0% | +406.9% |
| 10Y | +1,162.4% | +128.2% | +1,034.1% | +768.6% |
| All | +1,058.9% | +92.3% | +966.7% | +686.7% |
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 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