+116.3%
BOTZ vs VT
+210.7%
-94.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.5% | -1.2% |
| 7D | -8.3% | -4.2% | -4.1% | -2.8% |
| 30D | -15.3% | -5.8% | -9.5% | -8.1% |
| 3M | -17.9% | -5.2% | -12.6% | -11.4% |
| 6M | -20.9% | +0.1% | -21.0% | -20.3% |
| YTD | -15.4% | +8.2% | -23.6% | -22.8% |
| 1Y | -16.8% | +10.1% | -26.9% | -25.7% |
| 3Y | +26.4% | +69.7% | -43.2% | -34.3% |
| 5Y | -21.9% | +53.4% | -75.3% | -52.8% |
| 10Y | +115.4% | +219.2% | -103.8% | -37.7% |
| All | +116.3% | +210.7% | -94.3% | -36.8% |
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