+953.6%
VRT vs BTDR
+24.7%
+929.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.7% | -6.9% | -9.2% |
| 7D | +2.4% | +14.8% | -12.4% | +0.3% |
| 30D | -2.7% | +41.8% | -44.5% | -7.9% |
| 3M | -9.2% | -29.2% | +20.0% | -5.9% |
| 6M | -0.5% | +66.2% | -66.7% | -9.7% |
| YTD | +62.3% | +10.0% | +52.3% | +54.6% |
| 1Y | +109.6% | -11.0% | +120.5% | +100.8% |
| 3Y | +573.1% | +6.9% | +566.1% | +470.6% |
| 5Y | +953.6% | +24.7% | +929.0% | +726.1% |
| All | +953.6% | +24.7% | +929.0% | +726.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling