+433.9%
BTSG vs ITOT
+60.4%
+373.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +0.5% |
| 7D | -3.3% | -0.9% | -2.4% | -2.3% |
| 30D | -1.6% | -1.5% | -0.1% | 0.0% |
| 3M | -6.9% | +3.6% | -10.5% | -10.5% |
| 6M | +42.1% | +13.7% | +28.4% | +23.2% |
| YTD | +56.8% | +12.9% | +43.9% | +37.2% |
| 1Y | +109.8% | +17.2% | +92.6% | +77.1% |
| All | +433.9% | +60.4% | +373.5% | +270.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling