+16.4%
VCLT vs BTG
+159.3%
-142.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.4% | -3.8% | +2.4% | -1.1% |
| 30D | -1.2% | +3.6% | -4.8% | -1.4% |
| 3M | -4.8% | +32.0% | -36.8% | -6.7% |
| 6M | -2.6% | +3.4% | -5.9% | -3.3% |
| YTD | -3.3% | +20.8% | -24.1% | -5.3% |
| 1Y | -4.8% | +22.4% | -27.2% | -7.2% |
| 3Y | +11.5% | +91.7% | -80.2% | +4.1% |
| 5Y | -17.0% | +79.0% | -96.0% | -22.9% |
| All | +16.4% | +159.3% | -142.9% | +3.1% |
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