+14.9%
BTDR vs VCLT
+11.4%
+3.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -3.4% | -1.4% | -2.0% | -1.0% |
| 30D | +32.6% | -1.2% | +33.8% | +35.4% |
| 3M | -32.2% | -4.8% | -27.5% | -25.8% |
| 6M | +52.4% | -2.6% | +54.9% | +63.5% |
| YTD | +6.7% | -3.3% | +10.0% | +15.1% |
| 1Y | -15.2% | -4.8% | -10.4% | -6.5% |
| 3Y | +14.9% | +11.5% | +3.4% | +2.9% |
| All | +14.9% | +11.4% | +3.5% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling