+594.9%
BTO vs VT
+356.1%
+238.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.4% | -1.6% | +2.0% | +2.3% |
| 30D | +4.4% | -2.5% | +6.9% | +7.3% |
| 3M | -6.3% | -1.3% | -5.0% | -5.1% |
| 6M | +4.6% | +3.1% | +1.6% | +0.3% |
| YTD | +12.9% | +10.9% | +2.0% | -0.9% |
| 1Y | +20.6% | +12.1% | +8.5% | +4.6% |
| 3Y | +73.5% | +73.9% | -0.4% | -9.6% |
| 5Y | +20.0% | +58.0% | -37.9% | -30.1% |
| 10Y | +161.7% | +225.5% | -63.8% | -27.3% |
| All | +594.9% | +356.1% | +238.8% | +76.3% |
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