-85.5%
BTCZ vs VT
+40.0%
-125.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +1.5% |
| 7D | +10.3% | -0.1% | +10.5% | +10.5% |
| 30D | +21.7% | -3.1% | +24.7% | +13.1% |
| 3M | -33.0% | -3.5% | -29.5% | -37.7% |
| 6M | -3.3% | +0.5% | -3.7% | +2.7% |
| YTD | -12.6% | +10.8% | -23.4% | +29.9% |
| 1Y | +18.7% | +11.9% | +6.8% | +83.1% |
| All | -85.5% | +40.0% | -125.5% | -53.1% |
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