-100.0%
BTCT vs VT
+152.7%
-252.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -7.4% |
| 7D | -12.1% | +2.9% | -15.0% | -14.4% |
| 30D | -29.3% | -2.5% | -26.8% | -27.0% |
| 3M | +23.4% | -3.3% | +26.7% | +29.2% |
| 6M | -49.1% | +1.5% | -50.7% | -48.8% |
| YTD | -55.4% | +11.4% | -66.7% | -58.3% |
| 1Y | -70.6% | +11.9% | -82.5% | -72.6% |
| 3Y | -83.5% | +73.9% | -157.4% | -88.8% |
| 5Y | -99.8% | +57.9% | -157.7% | -99.9% |
| All | -100.0% | +152.7% | -252.7% | -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