+20.1%
BITW vs VT
+93.2%
-73.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -2.9% |
| 7D | -9.8% | +2.4% | -12.2% | -13.4% |
| 30D | -17.1% | -1.5% | -15.6% | -15.0% |
| 3M | +7.1% | -4.1% | +11.2% | +14.9% |
| 6M | -14.8% | +0.6% | -15.3% | -15.5% |
| YTD | -25.6% | +11.0% | -36.6% | -36.8% |
| 1Y | -32.7% | +13.3% | -46.0% | -44.6% |
| 3Y | +107.5% | +73.4% | +34.1% | -14.2% |
| 5Y | -12.6% | +57.4% | -70.0% | -52.5% |
| All | +20.1% | +93.2% | -73.1% | -62.6% |
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