-100.0%
BTCT vs VT
+152.6%
-252.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +2.4% |
| 7D | -4.4% | +0.4% | -4.8% | -4.4% |
| 30D | -35.6% | -2.6% | -33.0% | -33.5% |
| 3M | +32.7% | -3.2% | +35.9% | +38.5% |
| 6M | -46.7% | +0.9% | -47.7% | -46.2% |
| YTD | -50.0% | +11.3% | -61.3% | -53.3% |
| 1Y | -67.3% | +14.0% | -81.3% | -70.1% |
| 3Y | -83.1% | +75.8% | -158.9% | -88.6% |
| 5Y | -99.8% | +57.8% | -157.7% | -99.9% |
| All | -100.0% | +152.6% | -252.6% | -100.0% |
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