+445.7%
VRT vs BTSG
+421.3%
+24.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.5% |
| 7D | +13.6% | +5.7% | +7.9% | +11.3% |
| 30D | +6.8% | +0.2% | +6.6% | +6.4% |
| 3M | -3.2% | +5.6% | -8.9% | -6.9% |
| 6M | +20.3% | +50.8% | -30.4% | -0.5% |
| YTD | +79.6% | +67.0% | +12.5% | +42.5% |
| 1Y | +139.0% | +145.5% | -6.5% | +64.2% |
| All | +445.7% | +421.3% | +24.4% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling