+16.5%
BTDR vs VCLT
-17.3%
+33.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -5.7% |
| 7D | -3.2% | -1.3% | -1.9% | -2.3% |
| 30D | +32.7% | -1.1% | +33.8% | +33.8% |
| 3M | -28.4% | -3.7% | -24.7% | -26.2% |
| 6M | +51.7% | -4.0% | +55.7% | +57.3% |
| YTD | +2.9% | -3.4% | +6.2% | +6.2% |
| 1Y | -15.5% | -4.1% | -11.3% | -12.3% |
| 3Y | 0.0% | +11.0% | -11.0% | +0.1% |
| 5Y | +16.5% | -17.0% | +33.5% | +16.9% |
| All | +16.5% | -17.3% | +33.7% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling