-38.5%
BTDR vs VFC
-68.8%
+30.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -3.0% | -9.8% | -11.8% |
| 7D | +15.4% | -1.4% | +16.9% | +16.2% |
| 30D | -33.4% | +24.6% | -58.1% | -38.2% |
| 3M | -32.0% | +38.4% | -70.5% | -39.4% |
| 6M | -52.2% | +15.3% | -67.5% | -54.6% |
| YTD | -45.3% | +12.7% | -58.1% | -47.5% |
| 1Y | -56.0% | +32.7% | -88.7% | -60.0% |
| 3Y | +54.4% | +43.7% | +10.7% | +33.1% |
| 5Y | -38.5% | -69.2% | +30.6% | -46.8% |
| All | -38.5% | -68.8% | +30.3% | -46.8% |
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