+26.7%
BTDR vs VMC
+52.1%
-25.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +4.0% | +3.0% |
| 7D | +22.4% | -0.5% | +23.0% | +22.6% |
| 30D | +16.5% | -9.1% | +25.6% | +21.0% |
| 3M | -31.5% | -4.1% | -27.3% | -31.1% |
| 6M | +74.0% | -5.5% | +79.6% | +76.9% |
| YTD | +13.0% | -8.9% | +21.9% | +16.2% |
| 1Y | -0.2% | -12.9% | +12.7% | +4.0% |
| 3Y | +9.9% | +22.1% | -12.2% | +4.9% |
| 5Y | +28.1% | +52.7% | -24.6% | +22.9% |
| All | +26.7% | +52.1% | -25.4% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling