+51.5%
VSH vs BTSG
+406.1%
-354.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.6% | +4.8% |
| 7D | +4.1% | +2.7% | +1.4% | +3.1% |
| 30D | -4.2% | -3.6% | -0.5% | -3.2% |
| 3M | -50.0% | +5.8% | -55.8% | -51.1% |
| 6M | +80.2% | +44.7% | +35.4% | +59.6% |
| YTD | +121.1% | +62.2% | +58.9% | +89.6% |
| 1Y | +112.0% | +152.1% | -40.1% | +61.5% |
| All | +51.5% | +406.1% | -354.6% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling