+2,486.9%
VRT vs BTG
+179.5%
+2,307.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | -8.4% | -3.8% | -4.6% | -7.7% |
| 30D | -10.9% | +3.6% | -14.5% | -11.6% |
| 3M | -13.7% | +32.0% | -45.7% | -18.9% |
| 6M | -4.1% | +3.4% | -7.5% | -6.1% |
| YTD | +58.7% | +20.8% | +38.0% | +50.6% |
| 1Y | +89.6% | +22.4% | +67.2% | +78.7% |
| 3Y | +558.1% | +91.7% | +466.4% | +458.9% |
| 5Y | +953.0% | +79.0% | +874.0% | +782.9% |
| All | +2,486.9% | +179.5% | +2,307.4% | +2,018.3% |
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