+264.5%
VRT vs BTSG
+504.1%
-239.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.8% | -7.9% | -5.0% |
| 7D | -17.7% | +3.8% | -21.5% | -18.7% |
| 30D | -20.0% | +13.7% | -33.7% | -23.8% |
| 3M | -28.1% | +18.0% | -46.0% | -32.7% |
| 6M | -42.8% | +32.2% | -75.1% | -49.8% |
| YTD | +20.0% | +93.6% | -73.6% | -10.1% |
| 1Y | +3.5% | +115.9% | -112.4% | -25.7% |
| All | +264.5% | +504.1% | -239.6% | +89.4% |
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