+115.0%
BOTZ vs VT
+222.7%
-107.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.7% |
| 7D | +2.5% | +2.9% | -0.3% | -1.3% |
| 30D | -10.1% | -2.5% | -7.6% | -6.8% |
| 3M | -16.9% | -3.3% | -13.6% | -12.8% |
| 6M | -22.8% | +1.5% | -24.3% | -23.7% |
| YTD | -13.2% | +11.4% | -24.6% | -23.8% |
| 1Y | -12.8% | +11.9% | -24.7% | -23.8% |
| 3Y | +29.0% | +73.9% | -44.9% | -35.3% |
| 5Y | -17.3% | +57.9% | -75.2% | -52.0% |
| All | +115.0% | +222.7% | -107.7% | -43.3% |
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