+222.5%
VT vs BTG
+137.0%
+85.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | +1.0% | +36.8% | -35.9% | -2.2% |
| 3M | +2.4% | +23.1% | -20.7% | 0.0% |
| 6M | +12.0% | +3.5% | +8.5% | +10.8% |
| YTD | +15.3% | +25.5% | -10.2% | +11.7% |
| 1Y | +22.6% | +40.1% | -17.5% | +17.2% |
| 3Y | +74.7% | +101.1% | -26.4% | +59.4% |
| 5Y | +66.1% | +70.6% | -4.4% | +52.2% |
| All | +222.5% | +137.0% | +85.6% | +190.9% |
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