+223.2%
VSAT vs BTG
+332.2%
-108.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.8% |
| 7D | +5.9% | -9.1% | +15.0% | +7.0% |
| 30D | +9.7% | -1.6% | +11.3% | +9.7% |
| 3M | -18.3% | -2.8% | -15.5% | -18.2% |
| 6M | -4.1% | -7.6% | +3.6% | -3.9% |
| YTD | +96.5% | +10.2% | +86.3% | +92.9% |
| 1Y | +89.3% | +21.3% | +68.0% | +84.3% |
| 3Y | +270.1% | +82.7% | +187.4% | +246.1% |
| 5Y | +26.4% | +30.8% | -4.4% | +20.1% |
| 10Y | -16.5% | +163.7% | -180.3% | -24.6% |
| All | +223.2% | +332.2% | -108.9% | +181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling