+1.5%
VSAT vs BTG
+159.3%
-157.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.3% | -3.8% | +2.4% | -0.6% |
| 30D | -14.8% | +3.6% | -18.4% | -15.6% |
| 3M | +2.2% | +32.0% | -29.8% | -4.9% |
| 6M | +60.2% | +3.4% | +56.8% | +56.6% |
| YTD | +115.6% | +20.8% | +94.9% | +103.2% |
| 1Y | +132.9% | +22.4% | +110.5% | +118.1% |
| 3Y | +216.1% | +91.7% | +124.4% | +168.9% |
| 5Y | +52.9% | +79.0% | -26.1% | +30.4% |
| All | +1.5% | +159.3% | -157.8% | -16.5% |
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