+15.3%
BTDR vs VYM
+77.9%
-62.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -5.7% |
| 7D | -3.2% | -1.9% | -1.3% | -0.5% |
| 30D | +32.7% | -2.6% | +35.3% | +37.8% |
| 3M | -28.4% | +3.6% | -32.0% | -32.0% |
| 6M | +51.7% | +8.7% | +43.0% | +36.4% |
| YTD | +2.9% | +14.1% | -11.3% | -12.3% |
| 1Y | -15.5% | +17.8% | -33.3% | -30.2% |
| 3Y | 0.0% | +64.5% | -64.5% | -30.3% |
| 5Y | +16.5% | +77.5% | -61.1% | -18.4% |
| All | +15.3% | +77.9% | -62.6% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling