+231.1%
VNQ vs BTG
+371.8%
-140.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | -2.6% | -5.5% | +2.8% | -2.3% |
| 30D | -2.3% | +6.1% | -8.4% | -2.7% |
| 3M | -2.8% | +38.6% | -41.4% | -4.9% |
| 6M | +2.5% | +0.7% | +1.8% | +1.9% |
| YTD | +8.4% | +20.3% | -11.9% | +6.4% |
| 1Y | +6.8% | +25.0% | -18.3% | +4.3% |
| 3Y | +29.9% | +97.3% | -67.4% | +22.5% |
| 5Y | +7.2% | +78.3% | -71.1% | +1.0% |
| 10Y | +62.5% | +151.6% | -89.1% | +47.6% |
| All | +231.1% | +371.8% | -140.7% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling