+800.0%
VGT vs BTG
+159.3%
+640.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -0.2% | -3.8% | +3.6% | +0.2% |
| 30D | -0.4% | +3.6% | -4.1% | -0.9% |
| 3M | +4.4% | +32.0% | -27.6% | +1.3% |
| 6M | +32.1% | +3.4% | +28.7% | +30.6% |
| YTD | +28.8% | +20.8% | +8.0% | +25.3% |
| 1Y | +35.3% | +22.4% | +12.9% | +31.0% |
| 3Y | +124.8% | +91.7% | +33.0% | +106.6% |
| 5Y | +137.9% | +79.0% | +58.9% | +118.2% |
| All | +800.0% | +159.3% | +640.7% | +741.4% |
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