+949.4%
VUG vs BTG
+378.0%
+571.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | +0.9% | +4.8% | -3.9% | +0.6% |
| 30D | -1.4% | +8.3% | -9.8% | -1.9% |
| 3M | +2.3% | +32.3% | -30.0% | +0.6% |
| 6M | +15.7% | +3.0% | +12.7% | +15.0% |
| YTD | +8.6% | +21.9% | -13.3% | +6.8% |
| 1Y | +14.1% | +28.2% | -14.1% | +11.6% |
| 3Y | +87.9% | +99.9% | -12.0% | +78.3% |
| 5Y | +76.3% | +73.6% | +2.8% | +67.5% |
| 10Y | +409.7% | +136.5% | +273.1% | +371.6% |
| All | +949.4% | +378.0% | +571.4% | +810.0% |
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