+19.6%
BTDR vs VSXY
+82.3%
-62.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +32.6% | -18.7% | +51.3% | +37.0% |
| 3M | -32.2% | -4.0% | -28.3% | -32.5% |
| 6M | +52.4% | +67.5% | -15.1% | +34.0% |
| YTD | +6.7% | +39.7% | -33.0% | -3.9% |
| 1Y | -15.2% | +180.0% | -195.2% | -34.0% |
| 3Y | +14.9% | +337.3% | -322.4% | -14.4% |
| 5Y | +20.8% | +22.7% | -1.9% | -9.5% |
| All | +19.6% | +82.3% | -62.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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