+183.8%
VXUS vs BTG
+200.2%
-16.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | +2.2% | +36.8% | -34.6% | -0.7% |
| 3M | +3.0% | +23.1% | -20.1% | +0.8% |
| 6M | +10.7% | +3.5% | +7.2% | +9.6% |
| YTD | +17.8% | +25.5% | -7.7% | +14.6% |
| 1Y | +27.6% | +40.1% | -12.5% | +22.7% |
| 3Y | +73.3% | +101.1% | -27.8% | +60.3% |
| 5Y | +54.3% | +70.6% | -16.3% | +43.3% |
| 10Y | +149.8% | +152.1% | -2.3% | +120.6% |
| All | +183.8% | +200.2% | -16.4% | +134.2% |
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