+401.1%
VMC vs BTG
+378.0%
+23.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.5% |
| 7D | -0.5% | +4.8% | -5.3% | -0.9% |
| 30D | -9.1% | +8.3% | -17.5% | -9.6% |
| 3M | -4.1% | +32.3% | -36.4% | -6.1% |
| 6M | -5.5% | +3.0% | -8.5% | -6.2% |
| YTD | -8.9% | +21.9% | -30.8% | -10.7% |
| 1Y | -12.9% | +28.2% | -41.1% | -15.2% |
| 3Y | +22.1% | +99.9% | -77.8% | +14.7% |
| 5Y | +52.7% | +73.6% | -20.8% | +43.5% |
| 10Y | +152.7% | +136.5% | +16.2% | +126.5% |
| All | +401.1% | +378.0% | +23.1% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling