+920.9%
VRT vs BTDR
+23.8%
+897.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.9% | +0.4% | +3.8% |
| 7D | +9.1% | +20.0% | -10.8% | +6.1% |
| 30D | +0.9% | +11.9% | -11.0% | -1.5% |
| 3M | -13.4% | -36.9% | +23.6% | -8.8% |
| 6M | +11.7% | +56.5% | -44.8% | +2.2% |
| YTD | +73.2% | +10.4% | +62.8% | +64.8% |
| 1Y | +123.4% | +3.1% | +120.3% | +109.7% |
| 3Y | +606.2% | -2.6% | +608.8% | +499.7% |
| 5Y | +899.9% | +25.2% | +874.7% | +707.5% |
| All | +920.9% | +23.8% | +897.1% | +718.2% |
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