-21.4%
VFC vs BTSG
+416.6%
-438.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -2.3% | +2.9% | -5.2% | -3.5% |
| 30D | -13.4% | +0.9% | -14.2% | -13.9% |
| 3M | -23.7% | +1.6% | -25.3% | -25.0% |
| 6M | -24.5% | +46.8% | -71.2% | -36.8% |
| YTD | -27.8% | +65.5% | -93.4% | -42.8% |
| 1Y | -13.5% | +136.2% | -149.7% | -40.7% |
| All | -21.4% | +416.6% | -438.0% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling