+46.8%
VMC vs BTG
+75.0%
-28.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.6% |
| 7D | -3.7% | -5.5% | +1.8% | -3.1% |
| 30D | -12.8% | +6.1% | -18.9% | -13.4% |
| 3M | -7.9% | +38.6% | -46.6% | -11.6% |
| 6M | -7.5% | +0.7% | -8.2% | -8.5% |
| YTD | -11.6% | +20.3% | -32.0% | -14.6% |
| 1Y | -14.3% | +25.0% | -39.3% | -18.1% |
| 3Y | +18.5% | +97.3% | -78.8% | +4.9% |
| 5Y | +46.8% | +78.3% | -31.6% | +30.1% |
| All | +46.8% | +75.0% | -28.2% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling