+9.2%
BTE vs VT
+223.7%
-214.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -6.0% |
| 7D | -14.6% | +0.4% | -15.0% | -15.5% |
| 30D | -15.0% | -2.6% | -12.4% | -12.1% |
| 3M | -1.8% | -3.2% | +1.4% | +1.9% |
| 6M | -14.8% | +0.9% | -15.7% | -18.4% |
| YTD | +28.0% | +11.3% | +16.7% | +2.8% |
| 1Y | +64.0% | +14.0% | +50.0% | +26.4% |
| 3Y | +10.7% | +75.8% | -65.1% | -57.4% |
| 5Y | +26.8% | +57.8% | -31.1% | -41.4% |
| 10Y | +9.2% | +219.8% | -210.6% | -84.1% |
| All | +9.2% | +223.7% | -214.5% | -84.1% |
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