+178.2%
BTG vs VT
+224.4%
-46.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -3.3% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -1.1% | -1.7% | +0.6% | +0.2% |
| 3M | +2.5% | -2.3% | +4.8% | +4.6% |
| 6M | -3.1% | +1.5% | -4.6% | -3.2% |
| YTD | +16.3% | +12.0% | +4.2% | +9.6% |
| 1Y | +27.6% | +12.9% | +14.7% | +19.9% |
| 3Y | +89.5% | +74.9% | +14.6% | +37.6% |
| 5Y | +33.6% | +59.9% | -26.3% | -0.1% |
| 10Y | +178.2% | +224.6% | -46.4% | +20.6% |
| All | +178.2% | +224.4% | -46.1% | +20.6% |
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