+361.1%
VST vs BTG
+105.8%
+255.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.8% |
| 7D | +8.9% | -0.9% | +9.8% | +9.0% |
| 30D | +6.2% | +36.8% | -30.6% | -1.8% |
| 3M | -2.7% | +23.1% | -25.8% | -8.1% |
| 6M | -8.4% | +3.5% | -11.8% | -10.7% |
| YTD | -7.2% | +25.5% | -32.7% | -14.6% |
| 1Y | -20.9% | +40.1% | -61.0% | -30.0% |
| All | +361.1% | +105.8% | +255.3% | +243.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling