-40.4%
BETZ vs VT
+53.4%
-93.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.5% |
| 7D | -1.5% | -2.3% | +0.9% | +1.3% |
| 30D | +0.1% | -5.0% | +5.1% | +6.5% |
| 3M | -12.2% | -4.9% | -7.3% | -6.8% |
| 6M | -14.4% | -1.5% | -12.8% | -13.6% |
| YTD | -21.5% | +8.5% | -30.0% | -30.5% |
| 1Y | -15.6% | +11.4% | -27.0% | -27.9% |
| 3Y | +9.5% | +70.1% | -60.5% | -49.3% |
| All | -40.4% | +53.4% | -93.8% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling