+19.6%
BTDR vs VCLT
-16.9%
+36.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -3.4% | -1.4% | -2.0% | -2.4% |
| 30D | +32.6% | -1.2% | +33.8% | +33.7% |
| 3M | -32.2% | -4.8% | -27.5% | -29.7% |
| 6M | +52.4% | -2.6% | +54.9% | +56.9% |
| YTD | +6.7% | -3.3% | +10.0% | +10.1% |
| 1Y | -15.2% | -4.8% | -10.4% | -11.8% |
| 3Y | +14.9% | +11.5% | +3.4% | +15.0% |
| 5Y | +20.8% | -17.0% | +37.8% | +22.4% |
| All | +19.6% | -16.9% | +36.5% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling