-94.8%
BTCS vs VT
+221.8%
-316.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.5% |
| 7D | -1.9% | +2.4% | -4.3% | -5.6% |
| 30D | -20.3% | -1.5% | -18.8% | -17.2% |
| 3M | -15.0% | -4.1% | -10.9% | -7.0% |
| 6M | -55.9% | +0.6% | -56.4% | -54.7% |
| YTD | -65.6% | +11.0% | -76.6% | -68.9% |
| 1Y | -66.2% | +13.3% | -79.6% | -70.3% |
| 3Y | -8.1% | +73.4% | -81.5% | -54.8% |
| 5Y | -88.2% | +57.4% | -145.7% | -93.0% |
| All | -94.8% | +221.8% | -316.6% | -25.7% |
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