+543.0%
VYM vs BTG
+373.5%
+169.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -0.8% | -3.8% | +3.0% | -0.6% |
| 30D | -2.2% | +3.6% | -5.9% | -2.4% |
| 3M | +3.1% | +32.0% | -28.9% | +1.6% |
| 6M | +9.7% | +3.4% | +6.4% | +9.1% |
| YTD | +14.9% | +20.8% | -5.9% | +13.3% |
| 1Y | +17.6% | +22.4% | -4.8% | +15.7% |
| 3Y | +65.3% | +91.7% | -26.4% | +58.6% |
| 5Y | +78.7% | +79.0% | -0.3% | +71.1% |
| 10Y | +208.2% | +152.6% | +55.7% | +187.2% |
| All | +543.0% | +373.5% | +169.4% | +476.2% |
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