-44.0%
BTDR vs VSH
+38.3%
-82.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.2% | -4.4% | -5.8% |
| 7D | -6.9% | +14.3% | -21.2% | -14.3% |
| 30D | -31.5% | -7.9% | -23.7% | -26.3% |
| 3M | -36.1% | -19.9% | -16.2% | -25.3% |
| 6M | -57.6% | -30.5% | -27.1% | -47.2% |
| YTD | -50.0% | +85.7% | -135.7% | -66.0% |
| 1Y | -49.6% | +98.9% | -148.5% | -67.2% |
| 3Y | +48.5% | +32.1% | +16.5% | +17.1% |
| 5Y | -43.8% | +39.7% | -83.5% | -54.8% |
| All | -44.0% | +38.3% | -82.3% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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