+58.6%
VT vs BTSG
+505.2%
-446.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -0.7% | +4.0% | -4.7% | -1.2% |
| 30D | -1.7% | +15.3% | -17.0% | -3.6% |
| 3M | -2.3% | +25.4% | -27.8% | -5.3% |
| 6M | +1.5% | +31.9% | -30.3% | -3.0% |
| YTD | +12.0% | +93.9% | -81.9% | +1.0% |
| 1Y | +12.9% | +114.2% | -101.3% | +0.3% |
| All | +58.6% | +505.2% | -446.5% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling