+45.0%
BTDR vs VLTO
+25.1%
+19.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.2% |
| 7D | +14.8% | -2.6% | +17.4% | +16.6% |
| 30D | +41.8% | -2.5% | +44.3% | +43.8% |
| 3M | -29.2% | +10.1% | -39.3% | -35.8% |
| 6M | +66.2% | +1.0% | +65.2% | +61.2% |
| YTD | +10.0% | -4.8% | +14.8% | +12.2% |
| 1Y | -11.0% | -9.3% | -1.6% | -5.7% |
| All | +45.0% | +25.1% | +19.9% | +19.6% |
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