-100.0%
BTAI vs VT
+152.6%
-252.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.6% | +9.9% | +10.4% |
| 7D | -56.1% | -0.1% | -55.9% | -55.7% |
| 30D | -94.9% | -0.7% | -94.3% | -94.7% |
| 3M | -95.6% | +4.0% | -99.6% | -95.8% |
| 6M | -97.3% | +12.3% | -109.6% | -97.7% |
| YTD | -97.1% | +14.0% | -111.1% | -97.5% |
| 1Y | -98.7% | +20.3% | -119.0% | -99.0% |
| 3Y | -99.9% | +75.4% | -175.4% | -100.0% |
| 5Y | -100.0% | +66.0% | -166.0% | -100.0% |
| All | -100.0% | +152.6% | -252.6% | -100.0% |
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 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