+76.0%
VUG vs BTI
+113.9%
-38.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +0.1% | -2.4% | +2.5% | +0.4% |
| 30D | -1.7% | -4.8% | +3.1% | -1.1% |
| 3M | +2.8% | -8.1% | +10.9% | +3.7% |
| 6M | +13.6% | -4.2% | +17.8% | +13.6% |
| YTD | +8.1% | -1.3% | +9.4% | +7.4% |
| 1Y | +13.1% | +2.1% | +11.0% | +11.6% |
| 3Y | +87.0% | +108.9% | -22.0% | +55.8% |
| 5Y | +76.0% | +114.5% | -38.5% | +50.3% |
| All | +76.0% | +113.9% | -38.0% | +50.3% |
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