+19.6%
BTDR vs VYM
+79.1%
-59.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +2.8% |
| 7D | -3.4% | -0.8% | -2.6% | -2.2% |
| 30D | +32.6% | -2.2% | +34.8% | +37.0% |
| 3M | -32.2% | +3.1% | -35.3% | -35.3% |
| 6M | +52.4% | +9.7% | +42.6% | +35.2% |
| YTD | +6.7% | +14.9% | -8.2% | -9.9% |
| 1Y | -15.2% | +17.6% | -32.8% | -29.9% |
| 3Y | +14.9% | +65.3% | -50.4% | -20.7% |
| 5Y | +20.8% | +78.7% | -57.9% | -16.1% |
| All | +19.6% | +79.1% | -59.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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