-14.1%
BITO vs VT
+61.6%
-75.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -5.1% |
| 7D | -2.4% | +0.4% | -2.7% | -3.0% |
| 30D | -9.5% | -2.6% | -6.9% | -5.9% |
| 3M | +13.5% | -3.2% | +16.7% | +19.3% |
| 6M | -8.6% | +0.9% | -9.5% | -9.9% |
| YTD | -17.2% | +11.3% | -28.5% | -29.0% |
| 1Y | -30.5% | +14.0% | -44.5% | -42.5% |
| 3Y | +69.2% | +75.8% | -6.6% | -26.6% |
| 5Y | -14.1% | +57.8% | -72.0% | -51.3% |
| All | -14.1% | +61.6% | -75.6% | -52.8% |
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