+20.5%
VMC vs BTSG
+406.1%
-385.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.1% |
| 7D | -4.3% | +2.7% | -7.0% | -4.6% |
| 30D | -8.2% | -3.6% | -4.6% | -7.9% |
| 3M | -7.0% | +5.8% | -12.8% | -8.2% |
| 6M | -10.8% | +44.7% | -55.5% | -15.6% |
| YTD | -7.4% | +62.2% | -69.6% | -13.9% |
| 1Y | -9.5% | +152.1% | -161.6% | -20.9% |
| All | +20.5% | +406.1% | -385.6% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling