-64.5%
BTBD vs VT
+57.7%
-122.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.4% |
| 7D | -10.3% | -0.1% | -10.2% | -10.1% |
| 30D | -7.7% | -3.1% | -4.6% | -6.3% |
| 3M | +24.8% | -3.5% | +28.3% | +26.8% |
| 6M | +36.8% | +0.5% | +36.4% | +37.2% |
| YTD | +12.2% | +10.8% | +1.5% | +8.7% |
| 1Y | -8.2% | +11.9% | -20.1% | -11.3% |
| 3Y | -19.4% | +73.0% | -92.4% | -22.8% |
| All | -64.5% | +57.7% | -122.3% | -63.6% |
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