-33.6%
BTCL vs VT
+41.6%
-75.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.5% | -0.5% |
| 7D | -13.5% | -0.7% | -12.8% | -11.8% |
| 30D | -20.8% | -1.7% | -19.1% | -16.2% |
| 3M | +27.9% | -2.3% | +30.2% | +38.3% |
| 6M | -28.9% | +1.5% | -30.4% | -30.6% |
| YTD | -46.6% | +12.0% | -58.7% | -58.9% |
| 1Y | -63.8% | +12.9% | -76.7% | -72.6% |
| All | -33.6% | +41.6% | -75.2% | -68.4% |
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