+182.5%
BOTJ vs VT
+360.7%
-178.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | +4.7% | -0.7% | +5.4% | +4.7% |
| 30D | -6.6% | -1.7% | -4.8% | -6.4% |
| 3M | -6.7% | -2.3% | -4.4% | -6.5% |
| 6M | +10.0% | +1.5% | +8.5% | +9.8% |
| YTD | +38.4% | +12.0% | +26.4% | +36.7% |
| 1Y | +50.4% | +12.9% | +37.5% | +48.4% |
| 3Y | +175.2% | +74.9% | +100.3% | +159.9% |
| 5Y | +81.0% | +59.9% | +21.1% | +71.9% |
| 10Y | +170.0% | +224.6% | -54.6% | +145.7% |
| All | +182.5% | +360.7% | -178.1% | +142.5% |
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 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