+31.4%
VZ vs BTSG
+505.2%
-473.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.9% | +4.0% | -3.1% | +1.0% |
| 30D | +8.9% | +15.3% | -6.3% | +9.1% |
| 3M | +0.1% | +25.4% | -25.3% | +0.5% |
| 6M | +1.9% | +31.9% | -30.0% | +2.4% |
| YTD | +22.0% | +93.9% | -71.9% | +23.4% |
| 1Y | +22.1% | +114.2% | -92.0% | +23.5% |
| All | +31.4% | +505.2% | -473.7% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling