+30.5%
BITW vs VT
+93.6%
-63.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -6.3% |
| 7D | -3.2% | +0.4% | -3.6% | -4.0% |
| 30D | -10.8% | -2.6% | -8.2% | -6.9% |
| 3M | +13.9% | -3.2% | +17.1% | +20.3% |
| 6M | -8.3% | +0.9% | -9.2% | -9.6% |
| YTD | -19.2% | +11.3% | -30.5% | -31.7% |
| 1Y | -31.6% | +14.0% | -45.6% | -44.3% |
| 3Y | +138.0% | +75.8% | +62.2% | -3.8% |
| 5Y | -7.0% | +57.8% | -64.8% | -49.6% |
| All | +30.5% | +93.6% | -63.2% | -59.5% |
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