-91.8%
BTCS vs VT
+224.5%
-316.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +6.7% | +0.4% | +6.2% | +6.2% |
| 30D | +30.9% | +1.0% | +29.9% | +29.6% |
| 3M | +1.4% | +2.4% | -1.0% | -1.1% |
| 6M | -24.2% | +12.0% | -36.2% | -34.4% |
| YTD | -45.5% | +15.3% | -60.8% | -54.4% |
| 1Y | -65.7% | +22.6% | -88.3% | -73.4% |
| 3Y | +36.1% | +74.7% | -38.6% | -34.7% |
| 5Y | -81.8% | +66.1% | -148.0% | -90.2% |
| All | -91.8% | +224.5% | -316.3% | -93.2% |
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