+426.2%
BTSG vs VCLT
+3.6%
+422.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.5% | -5.6% |
| 7D | -5.8% | -1.3% | -4.5% | -4.7% |
| 30D | 0.0% | -1.1% | +1.1% | +0.9% |
| 3M | -4.5% | -3.7% | -0.8% | -1.4% |
| 6M | +40.0% | -4.0% | +44.0% | +44.9% |
| YTD | +54.6% | -3.4% | +57.9% | +59.2% |
| 1Y | +106.1% | -4.1% | +110.3% | +113.6% |
| All | +426.2% | +3.6% | +422.6% | +418.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling