+382.3%
VRT vs BTSG
+389.4%
-7.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.0% |
| 7D | -8.4% | -3.3% | -5.1% | -7.1% |
| 30D | -10.9% | -1.6% | -9.3% | -10.3% |
| 3M | -13.7% | -6.9% | -6.8% | -12.7% |
| 6M | -4.1% | +42.1% | -46.2% | -18.9% |
| YTD | +58.7% | +56.8% | +1.9% | +29.1% |
| 1Y | +89.6% | +109.8% | -20.2% | +38.0% |
| All | +382.3% | +389.4% | -7.1% | +172.1% |
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