-86.9%
BTCZ vs VT
+45.8%
-132.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -7.3% | +0.4% | -7.7% | -5.8% |
| 30D | -37.6% | +1.0% | -38.6% | -35.6% |
| 3M | -43.6% | +2.4% | -46.0% | -38.2% |
| 6M | -31.5% | +12.0% | -43.5% | -0.8% |
| YTD | -21.1% | +15.3% | -36.5% | +28.4% |
| 1Y | +6.1% | +22.6% | -16.5% | +108.2% |
| All | -86.9% | +45.8% | -132.7% | -53.7% |
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