+754.9%
VST vs BTDR
+26.7%
+728.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.4% |
| 7D | +9.9% | +22.4% | -12.5% | +7.4% |
| 30D | +7.9% | +16.5% | -8.5% | +5.5% |
| 3M | +3.4% | -31.5% | +34.9% | +6.2% |
| 6M | -4.1% | +74.0% | -78.1% | -11.9% |
| YTD | -5.7% | +13.0% | -18.7% | -10.2% |
| 1Y | -18.9% | -0.2% | -18.6% | -22.7% |
| 3Y | +359.1% | +9.9% | +349.2% | +322.9% |
| 5Y | +766.9% | +28.1% | +738.8% | +683.8% |
| All | +754.9% | +26.7% | +728.2% | +673.4% |
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