+262.4%
VST vs BTDR
+47.8%
+214.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +13.3% | -2.7% | +8.4% |
| 7D | -9.8% | -10.4% | +0.6% | -8.4% |
| 30D | -25.1% | -42.2% | +17.0% | -18.9% |
| 3M | -11.6% | -42.8% | +31.2% | -5.3% |
| 6M | -20.9% | -60.2% | +39.2% | -12.2% |
| YTD | -22.3% | -46.3% | +24.0% | -19.5% |
| 1Y | -32.0% | -71.7% | +39.6% | -23.2% |
| 3Y | +262.4% | +54.6% | +207.8% | +238.6% |
| All | +262.4% | +47.8% | +214.6% | +238.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling