-22.3%
BTDR vs VLTO
+56.1%
-78.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.1% | +9.5% |
| 7D | +7.1% | +2.0% | +5.1% | +6.2% |
| 30D | -31.4% | +21.8% | -53.2% | -38.6% |
| 3M | -39.2% | +20.2% | -59.5% | -45.2% |
| 6M | -50.9% | +36.3% | -87.3% | -60.8% |
| YTD | -41.0% | +18.8% | -59.9% | -47.0% |
| 1Y | -69.9% | +20.4% | -90.3% | -73.6% |
| 3Y | +87.3% | +71.9% | +15.3% | +35.3% |
| All | -22.3% | +56.1% | -78.4% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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