+405.9%
BTSGU vs VT
+62.4%
+343.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.8% |
| 7D | +6.1% | +1.0% | +5.1% | +5.1% |
| 30D | +0.1% | -0.2% | +0.4% | +0.4% |
| 3M | +7.4% | +4.5% | +2.8% | +3.0% |
| 6M | +52.0% | +14.1% | +38.0% | +33.9% |
| YTD | +66.6% | +14.8% | +51.8% | +46.1% |
| 1Y | +140.5% | +21.2% | +119.3% | +101.1% |
| All | +405.9% | +62.4% | +343.4% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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