-4.3%
BTCS vs VT
+74.4%
-78.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.5% |
| 7D | -5.8% | -0.1% | -5.7% | -4.3% |
| 30D | -27.4% | -3.1% | -24.3% | -20.4% |
| 3M | -17.1% | -3.5% | -13.6% | -7.4% |
| 6M | -55.8% | +0.5% | -56.3% | -54.3% |
| YTD | -64.5% | +10.8% | -75.3% | -69.4% |
| 1Y | -70.0% | +11.9% | -81.9% | -74.4% |
| 3Y | -4.3% | +73.0% | -77.3% | -37.3% |
| All | -4.3% | +74.4% | -78.7% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling