+25.4%
VTEB vs BTG
+493.0%
-467.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -0.9% | -3.8% | +2.8% | -0.9% |
| 30D | -2.5% | +3.6% | -6.1% | -2.6% |
| 3M | -3.0% | +32.0% | -35.0% | -3.5% |
| 6M | -2.1% | +3.4% | -5.5% | -2.3% |
| YTD | -1.5% | +20.8% | -22.3% | -2.1% |
| 1Y | +0.2% | +22.4% | -22.2% | -0.5% |
| 3Y | +8.6% | +91.7% | -83.2% | +6.6% |
| 5Y | +1.2% | +79.0% | -77.8% | -0.8% |
| 10Y | +18.1% | +152.6% | -134.5% | +14.2% |
| All | +25.4% | +493.0% | -467.6% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling