+468.7%
BTSG vs VLTO
+25.4%
+443.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.3% |
| 7D | +5.7% | -1.6% | +7.3% | +6.3% |
| 30D | +0.2% | -2.9% | +3.1% | +1.2% |
| 3M | +5.6% | +12.7% | -7.0% | 0.0% |
| 6M | +50.8% | +1.6% | +49.2% | +49.4% |
| YTD | +67.0% | -4.0% | +71.0% | +69.6% |
| 1Y | +145.5% | -10.2% | +155.7% | +156.0% |
| All | +468.7% | +25.4% | +443.4% | +413.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling