-42.8%
BTAL vs VT
+434.3%
-477.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.5% | +0.4% | -1.9% | -1.2% |
| 30D | +1.6% | +1.0% | +0.6% | +2.2% |
| 3M | +4.9% | +2.4% | +2.5% | +6.8% |
| 6M | -14.5% | +12.0% | -26.5% | -8.3% |
| YTD | -16.1% | +15.3% | -31.5% | -8.5% |
| 1Y | -23.3% | +22.6% | -45.9% | -13.5% |
| 3Y | -27.5% | +74.7% | -102.2% | -1.0% |
| 5Y | -20.2% | +66.1% | -86.4% | +10.2% |
| 10Y | -35.1% | +225.0% | -260.1% | +22.8% |
| All | -42.8% | +434.3% | -477.0% | +44.1% |
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