+224.6%
VT vs BTG
+160.5%
+64.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.4% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | -1.7% | -1.1% | -0.6% | -1.8% |
| 3M | -2.3% | +2.5% | -4.8% | -2.8% |
| 6M | +1.5% | -3.1% | +4.6% | +1.1% |
| YTD | +12.0% | +16.3% | -4.2% | +9.1% |
| 1Y | +12.9% | +27.6% | -14.7% | +8.8% |
| 3Y | +74.9% | +89.5% | -14.6% | +60.1% |
| 5Y | +59.9% | +33.6% | +26.3% | +48.6% |
| 10Y | +224.6% | +178.2% | +46.4% | +193.8% |
| All | +224.6% | +160.5% | +64.1% | +193.8% |
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