-44.1%
VG vs BTDR
-69.6%
+25.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -12.8% | +17.5% | +6.1% |
| 7D | +15.1% | +15.4% | -0.3% | +12.9% |
| 30D | -4.2% | -33.4% | +29.3% | -0.7% |
| 3M | -3.1% | -32.0% | +28.9% | -0.8% |
| 6M | +0.3% | -52.2% | +52.5% | +3.1% |
| YTD | +95.5% | -45.3% | +140.8% | +86.3% |
| 1Y | +64.4% | -56.0% | +120.5% | +64.5% |
| All | -44.1% | -69.6% | +25.5% | -43.3% |
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