-51.4%
VG vs BTSG
+211.6%
-263.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -22.0% | +0.4% | -22.4% | -22.1% |
| 30D | -11.6% | +5.3% | -16.9% | -12.5% |
| 3M | -14.9% | +10.8% | -25.7% | -16.6% |
| 6M | -3.5% | +27.3% | -30.9% | -11.6% |
| YTD | +70.0% | +79.3% | -9.3% | +34.2% |
| 1Y | +50.0% | +106.0% | -56.0% | +10.9% |
| All | -51.4% | +211.6% | -263.0% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling