+1,238.2%
VST vs BTG
+189.2%
+1,049.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.0% |
| 7D | +9.9% | +4.8% | +5.1% | +9.2% |
| 30D | +7.9% | +8.3% | -0.4% | +6.8% |
| 3M | +3.4% | +32.3% | -28.9% | -0.4% |
| 6M | -4.1% | +3.0% | -7.1% | -5.4% |
| YTD | -5.7% | +21.9% | -27.6% | -9.0% |
| 1Y | -18.9% | +28.2% | -47.0% | -22.4% |
| 3Y | +359.1% | +99.9% | +259.2% | +313.7% |
| 5Y | +766.9% | +73.6% | +693.3% | +684.0% |
| All | +1,238.2% | +189.2% | +1,049.0% | +1,081.7% |
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