+374.9%
V vs BTG
+158.3%
+216.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.1% |
| 7D | -3.0% | -5.5% | +2.4% | -2.8% |
| 30D | +1.2% | +6.1% | -4.9% | +0.9% |
| 3M | +13.9% | +38.6% | -24.7% | +11.9% |
| 6M | +17.2% | +0.7% | +16.6% | +16.8% |
| YTD | +5.3% | +20.3% | -15.0% | +3.7% |
| 1Y | +9.5% | +25.0% | -15.6% | +7.2% |
| 3Y | +51.9% | +97.3% | -45.4% | +43.2% |
| 5Y | +69.6% | +78.3% | -8.8% | +59.9% |
| All | +374.9% | +158.3% | +216.6% | +356.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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