+61.8%
VNQ vs BTG
+159.3%
-97.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -1.3% | -3.8% | +2.5% | -0.9% |
| 30D | -2.6% | +3.6% | -6.2% | -3.0% |
| 3M | -2.0% | +32.0% | -34.0% | -4.8% |
| 6M | +4.3% | +3.4% | +1.0% | +3.2% |
| YTD | +9.2% | +20.8% | -11.6% | +6.0% |
| 1Y | +5.6% | +22.4% | -16.8% | +2.0% |
| 3Y | +30.8% | +91.7% | -60.9% | +19.2% |
| 5Y | +8.0% | +79.0% | -71.0% | -1.9% |
| All | +61.8% | +159.3% | -97.5% | +41.7% |
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