+19.6%
BTDR vs VTRS
+48.0%
-28.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | -3.4% | -2.2% | -1.2% | -2.7% |
| 30D | +32.6% | +3.3% | +29.3% | +31.4% |
| 3M | -32.2% | +2.0% | -34.2% | -32.9% |
| 6M | +52.4% | +19.9% | +32.4% | +42.5% |
| YTD | +6.7% | +35.7% | -29.0% | -3.8% |
| 1Y | -15.2% | +68.1% | -83.3% | -28.9% |
| 3Y | +14.9% | +87.1% | -72.2% | -8.8% |
| 5Y | +20.8% | +47.6% | -26.8% | -3.7% |
| All | +19.6% | +48.0% | -28.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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