-15.5%
BTDR vs VFC
-14.7%
-0.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.9% | -5.7% |
| 7D | -3.2% | -3.3% | +0.1% | -1.5% |
| 30D | +32.7% | -14.0% | +46.7% | +42.8% |
| 3M | -28.4% | -22.6% | -5.8% | -18.6% |
| 6M | +51.7% | -24.7% | +76.4% | +77.2% |
| YTD | +2.9% | -29.0% | +31.8% | +22.6% |
| 1Y | -15.5% | -13.8% | -1.7% | -6.4% |
| All | -15.5% | -14.7% | -0.7% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling