-18.1%
VFC vs BTSG
+406.1%
-424.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.8% |
| 7D | -1.6% | +2.7% | -4.3% | -2.7% |
| 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% | -38.8% |
| YTD | -24.8% | +62.2% | -87.0% | -39.9% |
| 1Y | -8.2% | +152.1% | -160.3% | -38.8% |
| All | -18.1% | +406.1% | -424.2% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling