+547.4%
BTSG vs VIG
+52.5%
+494.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +6.0% | +3.5% | +2.6% | +1.4% |
| 30D | +12.4% | +4.9% | +7.5% | +5.3% |
| 3M | +18.2% | +2.5% | +15.7% | +14.2% |
| 6M | +26.0% | +11.0% | +15.0% | +9.5% |
| YTD | +90.1% | +16.0% | +74.2% | +56.2% |
| 1Y | +124.3% | +17.5% | +106.7% | +80.9% |
| All | +547.4% | +52.5% | +494.8% | +312.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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