+53.6%
VT vs BTSG
+459.6%
-406.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | 0.0% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -5.0% | +5.3% | -10.2% | -5.6% |
| 3M | -4.9% | +10.8% | -15.7% | -6.4% |
| 6M | -1.5% | +27.3% | -28.9% | -5.6% |
| YTD | +8.5% | +79.3% | -70.8% | -1.2% |
| 1Y | +11.4% | +106.0% | -94.6% | -0.5% |
| All | +53.6% | +459.6% | -406.0% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling