+219.8%
VT vs BTG
+148.3%
+71.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.6% | +2.1% |
| 7D | +0.4% | +19.1% | -18.7% | -1.3% |
| 30D | -2.6% | +8.2% | -10.8% | -3.4% |
| 3M | -3.2% | +13.3% | -16.6% | -4.6% |
| 6M | +0.9% | +8.1% | -7.2% | -0.5% |
| YTD | +11.3% | +27.5% | -16.2% | +7.4% |
| 1Y | +14.0% | +47.1% | -33.1% | +8.5% |
| 3Y | +75.8% | +105.8% | -29.9% | +59.7% |
| 5Y | +57.8% | +55.8% | +2.0% | +44.9% |
| 10Y | +219.8% | +161.8% | +58.0% | +188.9% |
| All | +219.8% | +148.3% | +71.5% | +188.9% |
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