+207.1%
BOTJ vs VT
+374.2%
-167.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | +0.4% | +1.7% | +2.1% |
| 30D | +2.2% | +1.0% | +1.2% | +2.1% |
| 3M | +20.8% | +2.4% | +18.4% | +20.4% |
| 6M | +39.9% | +12.0% | +27.9% | +38.2% |
| YTD | +50.5% | +15.3% | +35.1% | +48.2% |
| 1Y | +83.7% | +22.6% | +61.1% | +79.7% |
| 3Y | +178.3% | +74.7% | +103.6% | +162.8% |
| 5Y | +122.9% | +66.1% | +56.7% | +110.9% |
| 10Y | +206.0% | +225.0% | -19.0% | +177.9% |
| All | +207.1% | +374.2% | -167.1% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling