-100.0%
BTCT vs VT
+146.2%
-246.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.3% | -6.3% |
| 7D | -7.5% | -2.3% | -5.1% | -5.1% |
| 30D | -42.6% | -5.0% | -37.6% | -39.4% |
| 3M | +24.0% | -4.9% | +28.9% | +31.6% |
| 6M | -50.0% | -1.5% | -48.5% | -48.3% |
| YTD | -52.3% | +8.5% | -60.8% | -54.4% |
| 1Y | -69.0% | +11.4% | -80.4% | -71.0% |
| 3Y | -82.8% | +70.1% | -152.9% | -88.0% |
| 5Y | -99.8% | +53.7% | -153.6% | -99.9% |
| All | -100.0% | +146.2% | -246.1% | -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