-100.0%
BTCT vs VT
+161.7%
-261.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | 0.0% | -8.3% | -8.3% |
| 7D | -9.3% | +0.4% | -9.7% | -9.5% |
| 30D | +225.9% | +1.0% | +225.0% | +222.9% |
| 3M | +60.0% | +2.4% | +57.6% | +57.1% |
| 6M | +29.4% | +12.0% | +17.4% | +17.6% |
| YTD | +35.4% | +15.3% | +20.0% | +20.7% |
| 1Y | -27.3% | +22.6% | -49.9% | -37.9% |
| 3Y | -18.1% | +74.7% | -92.8% | -45.8% |
| 5Y | -99.3% | +66.1% | -165.4% | -99.5% |
| All | -100.0% | +161.7% | -261.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling