-68.5%
VFC vs BTG
+159.3%
-227.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.3% |
| 7D | -1.4% | -3.8% | +2.4% | -1.0% |
| 30D | -9.0% | +3.6% | -12.6% | -9.4% |
| 3M | -24.2% | +32.0% | -56.2% | -26.5% |
| 6M | -18.5% | +3.4% | -21.9% | -19.5% |
| YTD | -25.9% | +20.8% | -46.7% | -28.1% |
| 1Y | -13.0% | +22.4% | -35.4% | -16.1% |
| 3Y | -20.3% | +91.7% | -112.0% | -27.2% |
| 5Y | -78.1% | +79.0% | -157.1% | -79.9% |
| All | -68.5% | +159.3% | -227.8% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling