+34.2%
BTT vs VT
+215.5%
-181.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +1.7% | -2.3% | +4.0% | +2.1% |
| 30D | +5.1% | -5.0% | +10.1% | +6.1% |
| 3M | +1.4% | -4.9% | +6.3% | +2.3% |
| 6M | +0.4% | -1.5% | +2.0% | +0.6% |
| YTD | +1.5% | +8.5% | -7.0% | -0.3% |
| 1Y | +3.1% | +11.4% | -8.3% | +0.8% |
| 3Y | +21.9% | +70.1% | -48.2% | +9.1% |
| 5Y | +0.9% | +53.7% | -52.9% | -8.4% |
| All | +34.2% | +215.5% | -181.3% | -9.5% |
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