+14.7%
VMC vs BTSG
+416.6%
-401.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -3.1% |
| 7D | -5.3% | +2.9% | -8.2% | -5.6% |
| 30D | -12.3% | +0.9% | -13.1% | -12.4% |
| 3M | -10.3% | +1.6% | -11.9% | -11.0% |
| 6M | -8.6% | +46.8% | -55.3% | -13.7% |
| YTD | -11.9% | +65.5% | -77.4% | -18.3% |
| 1Y | -13.9% | +136.2% | -150.2% | -24.1% |
| All | +14.7% | +416.6% | -401.9% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling