+23.3%
BTDR vs VSXY
+82.5%
-59.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -2.0% |
| 7D | +14.8% | -10.7% | +25.5% | +16.7% |
| 30D | +41.8% | -24.3% | +66.1% | +48.4% |
| 3M | -29.2% | +1.0% | -30.2% | -30.1% |
| 6M | +66.2% | +57.4% | +8.8% | +47.7% |
| YTD | +10.0% | +39.8% | -29.8% | -1.0% |
| 1Y | -11.0% | +196.5% | -207.5% | -31.5% |
| 3Y | +6.9% | +357.2% | -350.3% | -20.4% |
| 5Y | +24.7% | +18.9% | +5.8% | -6.7% |
| All | +23.3% | +82.5% | -59.2% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling