+1,465.5%
VTR vs BTI
+3,104.5%
-1,639.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | -2.9% | -2.4% | -0.5% | -2.2% |
| 30D | -2.8% | -4.8% | +2.0% | -1.4% |
| 3M | +9.0% | -8.1% | +17.1% | +11.6% |
| 6M | +5.0% | -4.2% | +9.1% | +6.0% |
| YTD | +16.9% | -1.3% | +18.2% | +16.8% |
| 1Y | +34.3% | +2.1% | +32.2% | +32.6% |
| 3Y | +131.6% | +108.9% | +22.7% | +83.3% |
| 5Y | +88.0% | +114.5% | -26.5% | +46.9% |
| 10Y | +97.8% | +72.2% | +25.5% | +61.1% |
| All | +1,465.5% | +3,104.5% | -1,639.0% | +870.6% |
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