+194.4%
VO vs BTG
+159.3%
+35.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -1.5% | -3.8% | +2.2% | -1.2% |
| 30D | -3.0% | +3.6% | -6.7% | -3.4% |
| 3M | +2.8% | +32.0% | -29.2% | 0.0% |
| 6M | +10.9% | +3.4% | +7.6% | +9.8% |
| YTD | +12.5% | +20.8% | -8.3% | +9.4% |
| 1Y | +12.0% | +22.4% | -10.4% | +8.3% |
| 3Y | +56.3% | +91.7% | -35.4% | +43.2% |
| 5Y | +42.9% | +79.0% | -36.0% | +30.7% |
| All | +194.4% | +159.3% | +35.1% | +168.7% |
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