+468.7%
BTSG vs VEU
+66.6%
+402.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.4% |
| 7D | +5.7% | +1.7% | +4.1% | +4.0% |
| 30D | +0.2% | +1.0% | -0.8% | -0.9% |
| 3M | +5.6% | +5.6% | 0.0% | -0.1% |
| 6M | +50.8% | +13.7% | +37.1% | +31.2% |
| YTD | +67.0% | +17.7% | +49.3% | +39.7% |
| 1Y | +145.5% | +25.8% | +119.8% | +91.3% |
| All | +468.7% | +66.6% | +402.2% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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