+484.0%
V vs BTG
+164.8%
+319.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +0.9% | -9.1% | +10.0% | +1.3% |
| 30D | +9.0% | -1.6% | +10.6% | +8.9% |
| 3M | +16.7% | -2.8% | +19.5% | +16.7% |
| 6M | +33.4% | -7.6% | +41.0% | +33.5% |
| YTD | +22.4% | +10.2% | +12.1% | +20.7% |
| 1Y | +27.7% | +21.3% | +6.4% | +25.2% |
| 3Y | +78.0% | +82.7% | -4.7% | +67.9% |
| 5Y | +108.5% | +30.8% | +77.7% | +98.8% |
| All | +484.0% | +164.8% | +319.2% | +464.3% |
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