-33.9%
BTDR vs VT
+66.0%
-99.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +5.3% |
| 7D | +7.1% | +0.4% | +6.8% | +7.8% |
| 30D | -31.4% | -2.6% | -28.8% | -26.6% |
| 3M | -39.2% | -3.2% | -36.0% | -33.8% |
| 6M | -50.9% | +0.9% | -51.9% | -48.8% |
| YTD | -41.0% | +11.3% | -52.3% | -44.9% |
| 1Y | -69.9% | +14.0% | -83.9% | -72.8% |
| 3Y | +87.3% | +75.8% | +11.4% | +34.2% |
| 5Y | -33.6% | +57.8% | -91.5% | -52.6% |
| All | -33.9% | +66.0% | -99.9% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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