+293.4%
VRT vs BTSG
+495.4%
-202.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | +18.6% | +8.5% | +10.1% | +14.9% |
| 30D | -11.7% | +14.0% | -25.7% | -15.9% |
| 3M | -27.3% | +19.7% | -47.0% | -32.2% |
| 6M | -42.9% | +28.7% | -71.6% | -49.3% |
| YTD | +29.5% | +90.8% | -61.3% | -2.4% |
| 1Y | +21.0% | +112.4% | -91.3% | -12.6% |
| All | +293.4% | +495.4% | -202.0% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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