-84.2%
BTBT vs VT
+146.4%
-230.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -6.5% |
| 7D | -13.7% | -0.1% | -13.6% | -12.6% |
| 30D | -43.4% | -3.1% | -40.3% | -38.5% |
| 3M | -43.8% | -3.5% | -40.3% | -37.9% |
| 6M | -59.4% | +0.5% | -59.9% | -57.6% |
| YTD | -61.3% | +10.8% | -72.1% | -65.5% |
| 1Y | -76.0% | +11.9% | -87.9% | -78.7% |
| 3Y | -65.0% | +73.0% | -138.0% | -84.0% |
| 5Y | -93.8% | +58.6% | -152.4% | -96.4% |
| All | -84.2% | +146.4% | -230.6% | -94.2% |
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