+192.7%
VSH vs BTG
+159.3%
+33.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.8% | +6.1% |
| 7D | +4.8% | -3.8% | +8.5% | +5.3% |
| 30D | -0.7% | +3.6% | -4.3% | -1.3% |
| 3M | -43.1% | +32.0% | -75.1% | -45.3% |
| 6M | +91.8% | +3.4% | +88.4% | +89.1% |
| YTD | +131.6% | +20.8% | +110.8% | +123.5% |
| 1Y | +118.1% | +22.4% | +95.7% | +109.7% |
| 3Y | +40.9% | +91.7% | -50.8% | +26.8% |
| 5Y | +75.8% | +79.0% | -3.2% | +57.7% |
| All | +192.7% | +159.3% | +33.5% | +167.4% |
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