+16.5%
BTDR vs VFC
-79.6%
+96.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.2% | -5.7% |
| 7D | -3.2% | -4.0% | +0.8% | -1.8% |
| 30D | +32.7% | -14.6% | +47.3% | +39.6% |
| 3M | -28.4% | -23.1% | -5.3% | -21.8% |
| 6M | +51.7% | -25.2% | +76.9% | +68.4% |
| YTD | +2.9% | -29.5% | +32.3% | +15.8% |
| 1Y | -15.5% | -14.4% | -1.1% | -11.4% |
| 3Y | 0.0% | -28.7% | +28.7% | +1.9% |
| 5Y | +16.5% | -79.1% | +95.6% | +19.3% |
| All | +16.5% | -79.6% | +96.0% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling