-89.2%
BTMD vs VT
+71.1%
-160.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.1% |
| 7D | -11.4% | -0.7% | -10.7% | -10.6% |
| 30D | -4.4% | -1.7% | -2.6% | -2.9% |
| 3M | -29.2% | -2.3% | -26.9% | -27.9% |
| 6M | -50.7% | +1.5% | -52.2% | -51.0% |
| YTD | -58.1% | +12.0% | -70.1% | -60.7% |
| 1Y | -58.2% | +12.9% | -71.0% | -60.9% |
| 3Y | -75.9% | +74.9% | -150.9% | -80.2% |
| 5Y | -88.9% | +59.9% | -148.8% | -90.7% |
| All | -89.2% | +71.1% | -160.2% | -90.8% |
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