+117.9%
BTSG vs VLTO
+18.3%
+99.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +17.4% | +13.8% | +3.6% | +12.5% |
| 30D | +12.6% | +21.2% | -8.6% | +6.1% |
| 3M | +11.2% | +21.5% | -10.3% | +4.7% |
| 6M | +30.4% | +33.0% | -2.6% | +18.7% |
| YTD | +86.4% | +17.8% | +68.6% | +80.8% |
| 1Y | +117.9% | +18.1% | +99.8% | +111.6% |
| All | +117.9% | +18.3% | +99.6% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling