-82.8%
BTBT vs VT
+149.3%
-232.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.6% | +6.5% |
| 7D | -4.7% | -0.7% | -4.0% | -2.1% |
| 30D | -35.9% | -1.7% | -34.1% | -32.1% |
| 3M | -41.1% | -2.3% | -38.8% | -36.4% |
| 6M | -63.0% | +1.5% | -64.5% | -62.1% |
| YTD | -57.9% | +12.0% | -70.0% | -63.2% |
| 1Y | -73.1% | +12.9% | -85.9% | -76.5% |
| 3Y | -62.0% | +74.9% | -136.9% | -82.9% |
| 5Y | -93.3% | +59.9% | -153.2% | -96.2% |
| All | -82.8% | +149.3% | -232.1% | -93.9% |
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