-69.4%
BTDR vs VCLT
-3.2%
-66.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.7% | -8.7% |
| 7D | -17.6% | +0.4% | -18.0% | -18.6% |
| 30D | -40.3% | +3.9% | -44.2% | -47.8% |
| 3M | -42.6% | -1.9% | -40.7% | -37.7% |
| 6M | -46.3% | -2.6% | -43.7% | -38.7% |
| YTD | -41.7% | -3.1% | -38.6% | -35.1% |
| 1Y | -69.4% | -3.6% | -65.8% | -65.4% |
| All | -69.4% | -3.2% | -66.2% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling