-44.0%
BTDR vs VFC
-70.5%
+26.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +3.2% | -11.9% | -9.7% |
| 7D | -6.9% | +1.6% | -8.5% | -7.3% |
| 30D | -31.5% | +25.5% | -57.0% | -36.5% |
| 3M | -36.1% | +41.3% | -77.4% | -43.3% |
| 6M | -57.6% | +22.2% | -79.9% | -60.5% |
| YTD | -50.0% | +16.4% | -66.4% | -52.6% |
| 1Y | -49.6% | +38.4% | -88.0% | -54.8% |
| 3Y | +48.5% | +56.2% | -7.7% | +26.9% |
| 5Y | -43.8% | -68.2% | +24.3% | -51.7% |
| All | -44.0% | -70.5% | +26.5% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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