-46.6%
VG vs BTSG
+237.0%
-283.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.5% |
| 7D | +5.5% | +4.0% | +1.5% | +4.8% |
| 30D | -3.6% | +15.3% | -18.8% | -6.0% |
| 3M | -4.0% | +25.4% | -29.4% | -7.9% |
| 6M | +9.4% | +31.9% | -22.5% | +0.2% |
| YTD | +86.6% | +93.9% | -7.3% | +45.3% |
| 1Y | +69.5% | +114.2% | -44.7% | +26.0% |
| All | -46.6% | +237.0% | -283.6% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling