+65.6%
VSH vs BTG
+75.0%
-9.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.3% |
| 7D | +3.1% | -5.5% | +8.5% | +4.3% |
| 30D | -5.7% | +6.1% | -11.8% | -7.0% |
| 3M | -42.5% | +38.6% | -81.1% | -46.6% |
| 6M | +82.7% | +0.7% | +82.0% | +79.2% |
| YTD | +118.2% | +20.3% | +97.9% | +105.7% |
| 1Y | +109.7% | +25.0% | +84.6% | +95.6% |
| 3Y | +35.3% | +97.3% | -62.0% | +12.1% |
| 5Y | +65.6% | +78.3% | -12.7% | +37.1% |
| All | +65.6% | +75.0% | -9.4% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling