-95.0%
BDTX vs VT
+120.0%
-215.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.6% | +4.6% | +3.3% |
| 7D | +6.3% | +0.4% | +5.9% | +6.5% |
| 30D | +1.6% | -2.6% | +4.2% | +6.6% |
| 3M | -4.6% | -3.2% | -1.4% | +1.0% |
| 6M | -37.8% | +0.9% | -38.7% | -38.4% |
| YTD | -23.5% | +11.3% | -34.8% | -33.7% |
| 1Y | -52.2% | +14.0% | -66.2% | -60.0% |
| 3Y | +3.3% | +75.8% | -72.5% | -51.3% |
| 5Y | -77.3% | +57.8% | -135.1% | -87.3% |
| All | -95.0% | +120.0% | -215.1% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling