+40.0%
V vs BTSG
+416.6%
-376.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -2.9% | +2.9% | -5.8% | -3.2% |
| 30D | +1.9% | +0.9% | +1.0% | +1.7% |
| 3M | +13.2% | +1.6% | +11.6% | +12.3% |
| 6M | +16.7% | +46.8% | -30.1% | +10.4% |
| YTD | +5.4% | +65.5% | -60.1% | -1.9% |
| 1Y | +7.7% | +136.2% | -128.6% | -4.1% |
| All | +40.0% | +416.6% | -376.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 5y: compounded portfolio wealth divided by compounded BTSG 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…
5y analysis · Full analysis span regression · 6 months rolling