+24.2%
BITW vs VT
+93.7%
-69.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.1% |
| 7D | -7.3% | +2.9% | -10.2% | -11.7% |
| 30D | -16.1% | -2.5% | -13.6% | -12.5% |
| 3M | +11.0% | -3.3% | +14.3% | +17.5% |
| 6M | -13.2% | +1.5% | -14.7% | -15.3% |
| YTD | -23.0% | +11.4% | -34.4% | -35.0% |
| 1Y | -33.3% | +11.9% | -45.2% | -44.0% |
| 3Y | +119.2% | +73.9% | +45.3% | -9.7% |
| 5Y | -9.6% | +57.9% | -67.5% | -51.1% |
| All | +24.2% | +93.7% | -69.5% | -61.5% |
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