+16.5%
BTDR vs VMC
+47.2%
-30.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.8% | -6.6% |
| 7D | -3.2% | -3.7% | +0.5% | -1.6% |
| 30D | +32.7% | -12.8% | +45.4% | +40.4% |
| 3M | -28.4% | -7.9% | -20.5% | -26.6% |
| 6M | +51.7% | -7.5% | +59.2% | +55.6% |
| YTD | +2.9% | -11.6% | +14.5% | +7.1% |
| 1Y | -15.5% | -14.3% | -1.2% | -11.3% |
| 3Y | 0.0% | +18.5% | -18.5% | -3.5% |
| 5Y | +16.5% | +46.8% | -30.3% | +12.9% |
| All | +16.5% | +47.2% | -30.8% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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