+426.2%
BTSG vs VYM
+53.1%
+373.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -5.9% |
| 7D | -5.8% | -1.9% | -3.9% | -3.4% |
| 30D | 0.0% | -2.6% | +2.6% | +3.6% |
| 3M | -4.5% | +3.6% | -8.0% | -8.6% |
| 6M | +40.0% | +8.7% | +31.3% | +25.5% |
| YTD | +54.6% | +14.1% | +40.4% | +30.3% |
| 1Y | +106.1% | +17.8% | +88.3% | +66.7% |
| All | +426.2% | +53.1% | +373.1% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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