-8.2%
VFC vs BTSG
+152.4%
-160.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.8% |
| 7D | -1.6% | +2.7% | -4.3% | -2.6% |
| 30D | -11.6% | -3.6% | -8.0% | -10.6% |
| 3M | -18.1% | +5.8% | -23.9% | -20.8% |
| 6M | -27.4% | +44.7% | -72.1% | -39.6% |
| YTD | -24.8% | +62.2% | -87.0% | -41.2% |
| 1Y | -8.2% | +152.1% | -160.3% | -37.9% |
| All | -8.2% | +152.4% | -160.6% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling