-32.0%
VST vs BTSG
+104.4%
-136.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.0% | +8.6% | +10.1% |
| 7D | -9.8% | +0.4% | -10.2% | -9.8% |
| 30D | -25.1% | +5.3% | -30.4% | -25.8% |
| 3M | -11.6% | +10.8% | -22.4% | -13.6% |
| 6M | -20.9% | +27.3% | -48.2% | -27.4% |
| YTD | -22.3% | +79.3% | -101.6% | -36.6% |
| 1Y | -32.0% | +106.0% | -138.0% | -45.7% |
| All | -32.0% | +104.4% | -136.4% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling