-100.0%
BTCT vs VT
+154.2%
-254.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +2.2% |
| 7D | -14.9% | -0.7% | -14.2% | -14.0% |
| 30D | -26.7% | -1.7% | -25.0% | -25.0% |
| 3M | +26.0% | -2.3% | +28.3% | +30.5% |
| 6M | -47.1% | +1.5% | -48.6% | -46.8% |
| YTD | -51.5% | +12.0% | -63.6% | -55.0% |
| 1Y | -68.3% | +12.9% | -81.2% | -70.7% |
| 3Y | -82.1% | +74.9% | -157.1% | -87.9% |
| 5Y | -99.8% | +59.9% | -159.7% | -99.9% |
| All | -100.0% | +154.2% | -254.2% | -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