+468.7%
BTSG vs VCLT
+5.0%
+463.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.1% | +3.0% |
| 7D | +5.7% | +0.3% | +5.4% | +5.5% |
| 30D | +0.2% | -0.6% | +0.8% | +0.6% |
| 3M | +5.6% | -2.2% | +7.9% | +7.6% |
| 6M | +50.8% | -2.9% | +53.7% | +54.4% |
| YTD | +67.0% | -2.1% | +69.1% | +70.0% |
| 1Y | +145.5% | -2.6% | +148.1% | +151.0% |
| All | +468.7% | +5.0% | +463.7% | +453.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling