+143.4%
VGT vs BTDR
+23.3%
+120.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.1% |
| 7D | +1.5% | +14.8% | -13.3% | +0.4% |
| 30D | +0.5% | +41.8% | -41.3% | -2.2% |
| 3M | +5.3% | -29.2% | +34.4% | +6.8% |
| 6M | +32.4% | +66.2% | -33.7% | +26.1% |
| YTD | +28.6% | +10.0% | +18.6% | +25.2% |
| 1Y | +37.6% | -11.0% | +48.6% | +34.1% |
| 3Y | +125.5% | +6.9% | +118.6% | +105.6% |
| 5Y | +135.2% | +24.7% | +110.5% | +109.3% |
| All | +143.4% | +23.3% | +120.1% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling