-8.2%
VFC vs BTG
+38.4%
-46.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.6% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -11.6% | +36.8% | -48.5% | -16.0% |
| 3M | -18.1% | +23.1% | -41.2% | -21.3% |
| 6M | -27.4% | +3.5% | -30.8% | -29.3% |
| YTD | -24.8% | +25.5% | -50.3% | -29.1% |
| 1Y | -8.2% | +40.1% | -48.3% | -20.7% |
| All | -8.2% | +38.4% | -46.6% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling