+145.7%
VMC vs BTG
+159.3%
-13.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.8% | -3.8% | 0.0% | -3.5% |
| 30D | -9.7% | +3.6% | -13.3% | -10.0% |
| 3M | -9.6% | +32.0% | -41.6% | -11.8% |
| 6M | -4.8% | +3.4% | -8.2% | -5.7% |
| YTD | -10.9% | +20.8% | -31.7% | -12.9% |
| 1Y | -15.6% | +22.4% | -38.0% | -17.9% |
| 3Y | +19.3% | +91.7% | -72.4% | +11.1% |
| 5Y | +48.0% | +79.0% | -31.0% | +37.5% |
| All | +145.7% | +159.3% | -13.6% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling