-44.0%
BTCL vs VT
+40.3%
-84.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.3% | -7.4% | -6.9% |
| 7D | -18.2% | +2.4% | -20.6% | -23.5% |
| 30D | -31.3% | -1.5% | -29.8% | -27.7% |
| 3M | +8.2% | -4.1% | +12.3% | +23.6% |
| 6M | -36.4% | +0.6% | -37.0% | -36.1% |
| YTD | -55.0% | +11.0% | -66.1% | -64.4% |
| 1Y | -66.3% | +13.3% | -79.6% | -74.7% |
| All | -44.0% | +40.3% | -84.4% | -72.6% |
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