-51.4%
VG vs BTDR
-70.2%
+18.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.3% | -13.2% | -1.4% |
| 7D | -22.0% | -10.4% | -11.7% | -21.2% |
| 30D | -11.6% | -42.2% | +30.5% | -6.8% |
| 3M | -14.9% | -42.8% | +28.0% | -11.3% |
| 6M | -3.5% | -60.2% | +56.6% | +2.5% |
| YTD | +70.0% | -46.3% | +116.3% | +62.7% |
| 1Y | +50.0% | -71.7% | +121.6% | +67.1% |
| All | -51.4% | -70.2% | +18.8% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling