+131.6%
BOTZ vs VT
+223.9%
-92.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | -0.8% |
| 7D | -3.6% | -0.3% | -3.3% | -3.2% |
| 30D | -9.4% | -1.4% | -7.9% | -7.5% |
| 3M | -11.5% | -1.4% | -10.1% | -9.7% |
| 6M | -14.5% | +5.5% | -19.9% | -19.7% |
| YTD | -9.4% | +12.8% | -22.2% | -21.9% |
| 1Y | -11.7% | +15.4% | -27.1% | -26.0% |
| 3Y | +35.4% | +76.9% | -41.5% | -33.5% |
| 5Y | -16.4% | +60.4% | -76.8% | -52.5% |
| 10Y | +130.7% | +232.8% | -102.1% | -37.0% |
| All | +131.6% | +223.9% | -92.2% | -36.0% |
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