-50.0%
VTRS vs BTG
+159.3%
-209.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -2.2% | -3.8% | +1.6% | -1.9% |
| 30D | +3.3% | +3.6% | -0.3% | +3.0% |
| 3M | +2.0% | +32.0% | -30.0% | -0.4% |
| 6M | +19.9% | +3.4% | +16.6% | +18.9% |
| YTD | +35.7% | +20.8% | +15.0% | +33.0% |
| 1Y | +68.1% | +22.4% | +45.7% | +64.0% |
| 3Y | +87.1% | +91.7% | -4.6% | +75.9% |
| 5Y | +47.6% | +79.0% | -31.4% | +38.6% |
| All | -50.0% | +159.3% | -209.3% | -53.6% |
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