+803.0%
VRT vs BTDR
+15.3%
+787.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.5% | +0.9% | -4.6% |
| 7D | -7.7% | -3.2% | -4.5% | -7.2% |
| 30D | -12.0% | +32.7% | -44.6% | -15.8% |
| 3M | -11.7% | -28.4% | +16.7% | -8.5% |
| 6M | -8.1% | +51.7% | -59.8% | -15.4% |
| YTD | +53.2% | +2.9% | +50.4% | +47.4% |
| 1Y | +81.7% | -15.5% | +97.1% | +75.5% |
| 3Y | +535.3% | 0.0% | +535.3% | +444.1% |
| 5Y | +916.4% | +16.5% | +899.9% | +729.8% |
| All | +803.0% | +15.3% | +787.7% | +632.1% |
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