+59.8%
VWO vs BTSG
+389.4%
-329.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -1.8% | -3.3% | +1.5% | -1.4% |
| 30D | -0.1% | -1.6% | +1.5% | 0.0% |
| 3M | +2.2% | -6.9% | +9.1% | +2.5% |
| 6M | +8.8% | +42.1% | -33.3% | +3.3% |
| YTD | +12.4% | +56.8% | -44.4% | +5.5% |
| 1Y | +15.6% | +109.8% | -94.2% | +5.2% |
| All | +59.8% | +389.4% | -329.6% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling