+79.6%
BIT vs VT
+223.7%
-144.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -0.2% |
| 7D | +1.2% | +0.4% | +0.9% | +1.0% |
| 30D | +2.7% | -2.6% | +5.3% | +4.0% |
| 3M | -4.0% | -3.2% | -0.7% | -2.5% |
| 6M | -5.0% | +0.9% | -5.9% | -5.7% |
| YTD | -3.1% | +11.3% | -14.4% | -8.6% |
| 1Y | -2.8% | +14.0% | -16.8% | -9.4% |
| 3Y | +8.2% | +75.8% | -67.6% | -20.3% |
| 5Y | +1.4% | +57.8% | -56.5% | -21.6% |
| 10Y | +79.6% | +219.8% | -140.2% | -7.0% |
| All | +79.6% | +223.7% | -144.1% | -7.0% |
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