-36.3%
BTU vs VT
+190.4%
-226.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +3.0% |
| 7D | -19.1% | +0.4% | -19.5% | -19.7% |
| 30D | -32.2% | -2.6% | -29.6% | -30.2% |
| 3M | -28.3% | -3.2% | -25.0% | -25.6% |
| 6M | -27.4% | +0.9% | -28.3% | -28.4% |
| YTD | -42.2% | +11.3% | -53.5% | -50.5% |
| 1Y | -43.3% | +14.0% | -57.3% | -52.9% |
| 3Y | -21.8% | +75.8% | -97.6% | -63.2% |
| 5Y | +51.2% | +57.8% | -6.6% | -17.8% |
| All | -36.3% | +190.4% | -226.7% | -83.6% |
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