+635.6%
VRT vs BTDR
-44.0%
+679.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.6% | +5.0% | -2.2% |
| 7D | +10.5% | -6.9% | +17.4% | +11.7% |
| 30D | -9.3% | -31.5% | +22.2% | -3.6% |
| 3M | -29.6% | -36.1% | +6.5% | -24.6% |
| 6M | -45.4% | -57.6% | +12.3% | -38.9% |
| YTD | +24.8% | -50.0% | +74.9% | +34.2% |
| 1Y | +23.6% | -49.6% | +73.2% | +32.3% |
| 3Y | +379.7% | +48.5% | +331.1% | +344.2% |
| 5Y | +660.3% | -43.8% | +704.2% | +593.2% |
| All | +635.6% | -44.0% | +679.6% | +566.7% |
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