-35.5%
BTAL vs VT
+401.4%
-436.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.1% | +8.1% | +1.8% |
| 7D | +6.7% | -4.2% | +10.9% | +4.5% |
| 30D | +14.3% | -5.8% | +20.1% | +10.9% |
| 3M | +14.6% | -5.2% | +19.8% | +11.7% |
| 6M | +11.5% | +0.1% | +11.3% | +12.6% |
| YTD | -5.4% | +8.2% | -13.7% | 0.0% |
| 1Y | -6.4% | +10.1% | -16.5% | 0.0% |
| 3Y | -26.0% | +69.7% | -95.7% | -0.7% |
| 5Y | -4.5% | +53.4% | -57.9% | +26.9% |
| 10Y | -26.7% | +219.2% | -245.9% | +37.3% |
| All | -35.5% | +401.4% | -436.8% | +57.5% |
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