+19.6%
BTDR vs VTEB
+0.7%
+18.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.2% |
| 7D | -3.4% | -0.9% | -2.5% | -2.0% |
| 30D | +32.6% | -2.5% | +35.1% | +37.8% |
| 3M | -32.2% | -3.0% | -29.3% | -29.1% |
| 6M | +52.4% | -2.1% | +54.5% | +58.1% |
| YTD | +6.7% | -1.5% | +8.2% | +9.9% |
| 1Y | -15.2% | +0.2% | -15.4% | -14.1% |
| 3Y | +14.9% | +8.6% | +6.3% | +11.0% |
| 5Y | +20.8% | +1.2% | +19.6% | +17.7% |
| All | +19.6% | +0.7% | +18.9% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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