+1,205.2%
VST vs BTG
+148.3%
+1,057.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.2% | +2.1% | +6.7% |
| 7D | -0.5% | +19.1% | -19.6% | -2.8% |
| 30D | -17.1% | +8.2% | -25.3% | -18.0% |
| 3M | -4.6% | +13.3% | -17.9% | -6.3% |
| 6M | -9.1% | +8.1% | -17.2% | -10.6% |
| YTD | -16.6% | +27.5% | -44.1% | -20.2% |
| 1Y | -29.5% | +47.1% | -76.6% | -33.7% |
| 3Y | +297.5% | +105.8% | +191.8% | +255.3% |
| 5Y | +654.5% | +55.8% | +598.7% | +580.7% |
| 10Y | +1,205.2% | +161.8% | +1,043.4% | +1,046.6% |
| All | +1,205.2% | +148.3% | +1,057.0% | +1,046.6% |
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