-27.0%
BATT vs VT
+138.3%
-165.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.2% | -0.1% |
| 7D | -6.0% | -4.2% | -1.8% | -0.7% |
| 30D | -17.0% | -5.8% | -11.2% | -10.3% |
| 3M | -19.1% | -5.2% | -13.8% | -13.1% |
| 6M | -27.1% | +0.1% | -27.2% | -26.5% |
| YTD | -10.8% | +8.2% | -19.0% | -17.7% |
| 1Y | -6.9% | +10.1% | -17.0% | -15.8% |
| 3Y | +28.2% | +69.7% | -41.5% | -30.7% |
| 5Y | -28.8% | +53.4% | -82.1% | -55.9% |
| All | -27.0% | +138.3% | -165.3% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling