+172.1%
VEU vs BTG
+371.8%
-199.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.0% |
| 7D | -1.9% | -5.5% | +3.5% | -1.5% |
| 30D | -0.7% | +6.1% | -6.8% | -1.3% |
| 3M | +4.9% | +38.6% | -33.8% | +1.6% |
| 6M | +9.8% | +0.7% | +9.2% | +9.1% |
| YTD | +15.3% | +20.3% | -5.0% | +12.5% |
| 1Y | +23.0% | +25.0% | -2.0% | +19.3% |
| 3Y | +73.5% | +97.3% | -23.8% | +60.2% |
| 5Y | +54.5% | +78.3% | -23.8% | +42.6% |
| 10Y | +150.4% | +151.6% | -1.2% | +117.4% |
| All | +172.1% | +371.8% | -199.7% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling