-15.5%
BITQ vs VT
+73.4%
-88.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -4.7% |
| 7D | -1.2% | +0.4% | -1.5% | -2.2% |
| 30D | -22.9% | -2.6% | -20.3% | -16.9% |
| 3M | -18.4% | -3.2% | -15.2% | -10.1% |
| 6M | -31.8% | +0.9% | -32.8% | -31.9% |
| YTD | -6.3% | +11.3% | -17.6% | -25.5% |
| 1Y | -29.0% | +14.0% | -43.0% | -46.6% |
| 3Y | +161.3% | +75.8% | +85.5% | -30.8% |
| 5Y | -42.4% | +57.8% | -100.2% | -75.6% |
| All | -15.5% | +73.4% | -88.9% | -72.7% |
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