+19.6%
BTDR vs VIG
+64.9%
-45.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +2.7% |
| 7D | -3.4% | -1.1% | -2.3% | -1.8% |
| 30D | +32.6% | -2.7% | +35.3% | +37.9% |
| 3M | -32.2% | +2.5% | -34.8% | -34.7% |
| 6M | +52.4% | +9.2% | +43.1% | +36.6% |
| YTD | +6.7% | +9.8% | -3.1% | -4.0% |
| 1Y | -15.2% | +12.4% | -27.6% | -25.2% |
| 3Y | +14.9% | +55.9% | -41.0% | -14.7% |
| 5Y | +20.8% | +63.9% | -43.2% | -10.8% |
| All | +19.6% | +64.9% | -45.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling