-38.0%
VG vs BTG
+137.0%
-175.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.2% |
| 7D | -2.5% | +4.8% | -7.3% | -2.6% |
| 30D | +11.1% | +8.3% | +2.7% | +10.8% |
| 3M | +14.9% | +32.3% | -17.4% | +13.5% |
| 6M | +18.4% | +3.0% | +15.4% | +20.7% |
| YTD | +116.6% | +21.9% | +94.7% | +102.6% |
| 1Y | +9.4% | +28.2% | -18.8% | -3.1% |
| All | -38.0% | +137.0% | -175.0% | -67.9% |
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