+62.5%
VUG vs BTI
+153.9%
-91.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | +2.5% | +1.6% | +0.9% | +2.3% |
| 30D | -6.3% | +9.2% | -15.5% | -7.4% |
| 3M | -6.0% | +9.6% | -15.7% | -7.2% |
| 6M | -3.5% | -2.4% | -1.1% | -3.2% |
| YTD | +3.9% | +14.2% | -10.3% | +1.2% |
| 1Y | +5.1% | +20.3% | -15.2% | +1.4% |
| 3Y | +77.9% | +147.4% | -69.5% | +43.6% |
| All | +62.5% | +153.9% | -91.4% | +34.0% |
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