-13.8%
VFC vs BTSG
+119.4%
-133.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.6% | +5.1% | +1.0% |
| 7D | -3.3% | -5.8% | +2.5% | -1.2% |
| 30D | -14.0% | 0.0% | -14.0% | -14.4% |
| 3M | -22.6% | -4.5% | -18.1% | -22.3% |
| 6M | -24.7% | +40.0% | -64.7% | -37.7% |
| YTD | -29.0% | +54.6% | -83.5% | -44.7% |
| 1Y | -13.8% | +106.1% | -119.9% | -42.1% |
| All | -13.8% | +119.4% | -133.1% | -42.1% |
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