-60.0%
BTOC vs VT
+46.8%
-106.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -5.9% |
| 7D | -33.7% | +0.4% | -34.1% | -34.4% |
| 30D | -46.2% | -2.6% | -43.6% | -42.4% |
| 3M | -59.9% | -3.2% | -56.6% | -56.6% |
| 6M | -59.1% | +0.9% | -60.1% | -61.9% |
| YTD | +255.8% | +11.3% | +244.5% | +136.3% |
| 1Y | +230.9% | +14.0% | +216.9% | +114.8% |
| All | -60.0% | +46.8% | -106.8% | -78.3% |
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 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