+54.7%
V vs BTDR
+15.3%
+39.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.4% | +0.1% |
| 7D | -3.0% | -3.2% | +0.1% | -3.0% |
| 30D | +1.2% | +32.7% | -31.5% | +0.6% |
| 3M | +13.9% | -28.4% | +42.3% | +14.3% |
| 6M | +17.2% | +51.7% | -34.5% | +15.1% |
| YTD | +5.3% | +2.9% | +2.5% | +4.2% |
| 1Y | +9.5% | -15.5% | +24.9% | +8.2% |
| 3Y | +51.9% | 0.0% | +51.9% | +45.6% |
| 5Y | +69.6% | +16.5% | +53.1% | +60.8% |
| All | +54.7% | +15.3% | +39.4% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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