+653.1%
VST vs BTDR
-29.7%
+682.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.7% | -7.9% | +0.6% |
| 7D | +10.9% | +7.7% | +3.3% | +9.8% |
| 30D | -15.6% | -24.1% | +8.5% | -13.2% |
| 3M | -7.8% | -19.1% | +11.3% | -6.3% |
| 6M | -12.0% | -46.6% | +34.7% | -7.9% |
| YTD | -16.9% | -37.3% | +20.4% | -16.0% |
| 1Y | -25.1% | -53.2% | +28.1% | -22.2% |
| 3Y | +297.1% | +77.1% | +220.0% | +290.9% |
| 5Y | +641.9% | -29.7% | +671.6% | +613.9% |
| All | +653.1% | -29.7% | +682.8% | +623.5% |
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