+62.6%
BTDR vs VFC
+45.3%
+17.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -3.0% | -9.8% | -11.4% |
| 7D | +15.4% | -1.4% | +16.9% | +16.5% |
| 30D | -33.4% | +24.6% | -58.1% | -40.0% |
| 3M | -32.0% | +38.4% | -70.5% | -42.1% |
| 6M | -52.2% | +15.3% | -67.5% | -55.7% |
| YTD | -45.3% | +12.7% | -58.1% | -48.7% |
| 1Y | -56.0% | +32.7% | -88.7% | -61.8% |
| All | +62.6% | +45.3% | +17.3% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling