-39.9%
BTDR vs VT
+61.8%
-101.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.2% | +13.0% | +12.9% |
| 7D | -10.4% | -2.3% | -8.0% | -5.7% |
| 30D | -42.2% | -5.0% | -37.2% | -35.5% |
| 3M | -42.8% | -4.9% | -37.9% | -35.8% |
| 6M | -60.2% | -1.5% | -58.6% | -56.6% |
| YTD | -46.3% | +8.5% | -54.8% | -47.7% |
| 1Y | -71.7% | +11.4% | -83.0% | -73.3% |
| 3Y | +54.6% | +70.1% | -15.4% | +15.7% |
| 5Y | -39.5% | +53.7% | -93.3% | -54.9% |
| All | -39.9% | +61.8% | -101.6% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling