+348.0%
VT vs BTI
+409.7%
-61.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | -4.2% | +3.3% | -7.5% | -5.5% |
| 30D | -5.8% | +19.0% | -24.8% | -12.8% |
| 3M | -5.2% | +6.4% | -11.7% | -8.2% |
| 6M | +0.1% | +7.7% | -7.5% | -4.4% |
| YTD | +8.2% | +14.6% | -6.4% | 0.0% |
| 1Y | +10.1% | +22.0% | -11.9% | -1.2% |
| 3Y | +69.7% | +148.4% | -78.7% | +6.5% |
| 5Y | +53.4% | +161.3% | -107.9% | -7.9% |
| 10Y | +219.2% | +119.5% | +99.7% | +94.5% |
| All | +348.0% | +409.7% | -61.7% | +52.1% |
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