+14.9%
BTDR vs VSXY
+352.7%
-337.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.9% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +32.6% | -18.7% | +51.3% | +39.3% |
| 3M | -32.2% | -4.0% | -28.3% | -32.7% |
| 6M | +52.4% | +67.5% | -15.1% | +23.5% |
| YTD | +6.7% | +39.7% | -33.0% | -10.3% |
| 1Y | -15.2% | +180.0% | -195.2% | -45.3% |
| 3Y | +14.9% | +337.3% | -322.4% | -46.6% |
| All | +14.9% | +352.7% | -337.8% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling