+47.9%
BTT vs VT
+366.2%
-318.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | -1.4% | -1.0% | -0.4% | -1.2% |
| 3M | -1.3% | +3.2% | -4.5% | -1.9% |
| 6M | -1.3% | +12.5% | -13.7% | -3.2% |
| YTD | -0.9% | +14.1% | -15.0% | -3.1% |
| 1Y | +0.7% | +18.9% | -18.2% | -2.1% |
| 3Y | +18.8% | +74.1% | -55.2% | +8.3% |
| 5Y | -2.0% | +66.9% | -68.9% | -10.6% |
| 10Y | +27.5% | +228.3% | -200.8% | +5.3% |
| All | +47.9% | +366.2% | -318.3% | +16.7% |
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