-92.9%
BATL vs VT
+121.0%
-213.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.4% | +3.0% |
| 7D | -8.2% | -0.7% | -7.6% | -7.8% |
| 30D | -29.1% | -1.7% | -27.4% | -28.6% |
| 3M | -46.8% | -2.3% | -44.5% | -46.4% |
| 6M | -74.5% | +1.5% | -76.0% | -75.4% |
| YTD | -36.0% | +12.0% | -48.1% | -45.9% |
| 1Y | -34.3% | +12.9% | -47.1% | -45.0% |
| 3Y | -88.9% | +74.9% | -163.9% | -94.5% |
| 5Y | -94.3% | +59.9% | -154.2% | -96.8% |
| All | -92.9% | +121.0% | -213.9% | -96.7% |
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