+23.8%
BTDR vs VFC
-80.9%
+104.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.6% | +3.2% |
| 7D | +20.0% | -1.6% | +21.6% | +20.6% |
| 30D | +11.9% | -11.6% | +23.6% | +16.5% |
| 3M | -36.9% | -18.1% | -18.8% | -32.6% |
| 6M | +56.5% | -27.4% | +83.9% | +74.5% |
| YTD | +10.4% | -24.8% | +35.3% | +21.6% |
| 1Y | +3.1% | -8.2% | +11.3% | +5.5% |
| 3Y | -2.6% | -29.1% | +26.5% | -2.7% |
| 5Y | +25.2% | -79.2% | +104.3% | +24.6% |
| All | +23.8% | -80.9% | +104.7% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling