-92.7%
BATL vs VT
+114.0%
-206.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -21.9% | -2.3% | -19.6% | -20.8% |
| 30D | -25.0% | -5.0% | -20.0% | -23.1% |
| 3M | -44.4% | -4.9% | -39.6% | -43.2% |
| 6M | -74.7% | -1.5% | -73.1% | -75.2% |
| YTD | -33.6% | +8.5% | -42.1% | -42.9% |
| 1Y | -29.9% | +11.4% | -41.3% | -41.5% |
| 3Y | -87.8% | +70.1% | -157.9% | -93.9% |
| 5Y | -93.3% | +53.7% | -147.0% | -96.2% |
| All | -92.7% | +114.0% | -206.6% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling