-79.0%
VFC vs BTG
+75.0%
-154.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.0% |
| 7D | -3.3% | -5.5% | +2.2% | -2.3% |
| 30D | -14.0% | +6.1% | -20.1% | -15.1% |
| 3M | -22.6% | +38.6% | -61.2% | -27.6% |
| 6M | -24.7% | +0.7% | -25.4% | -26.0% |
| YTD | -29.0% | +20.3% | -49.3% | -33.1% |
| 1Y | -13.8% | +25.0% | -38.8% | -20.4% |
| 3Y | -28.2% | +97.3% | -125.6% | -41.6% |
| 5Y | -79.0% | +78.3% | -157.3% | -82.6% |
| All | -79.0% | +75.0% | -154.0% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling