-100.0%
BTOG vs VT
+152.9%
-252.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -97.7% | +15.1% | -112.9% | -101.3% |
| 7D | -97.7% | +15.1% | -112.9% | -101.3% |
| 30D | -97.7% | +15.1% | -112.9% | -101.3% |
| 3M | -97.7% | +15.1% | -112.9% | -101.3% |
| 6M | -97.7% | +15.1% | -112.9% | -101.3% |
| YTD | -97.7% | +15.1% | -112.9% | -101.3% |
| 1Y | -98.1% | +13.5% | -111.6% | -101.1% |
| 3Y | -99.5% | +88.1% | -187.6% | -100.2% |
| 5Y | -100.0% | +62.9% | -162.9% | -100.0% |
| All | -100.0% | +152.9% | -252.9% | -100.0% |
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