+28.1%
VMC vs BTSG
+493.4%
-465.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -1.3% | +6.0% | -7.3% | -1.9% |
| 30D | +15.5% | +12.4% | +3.1% | +13.8% |
| 3M | +0.6% | +18.2% | -17.6% | -1.5% |
| 6M | +2.1% | +26.0% | -24.0% | -1.4% |
| YTD | -1.6% | +90.1% | -91.7% | -10.3% |
| 1Y | -1.2% | +124.3% | -125.5% | -12.0% |
| All | +28.1% | +493.4% | -465.3% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling