+45.1%
BOTT vs VT
+54.3%
-9.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | -0.4% |
| 7D | +1.0% | +0.4% | +0.7% | +0.4% |
| 30D | -13.3% | -2.6% | -10.7% | -9.2% |
| 3M | -20.4% | -3.2% | -17.2% | -15.7% |
| 6M | -35.7% | +0.9% | -36.6% | -35.9% |
| YTD | -15.8% | +11.3% | -27.1% | -27.6% |
| 1Y | -8.5% | +14.0% | -22.5% | -24.2% |
| All | +45.1% | +54.3% | -9.1% | -20.6% |
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