+608.4%
VST vs BTDR
-44.0%
+652.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.6% | +7.5% | -0.1% |
| 7D | +6.6% | -6.9% | +13.5% | +7.3% |
| 30D | -12.4% | -31.5% | +19.2% | -8.8% |
| 3M | -9.0% | -36.1% | +27.1% | -5.1% |
| 6M | -6.4% | -57.6% | +51.2% | +0.4% |
| YTD | -17.2% | -50.0% | +32.9% | -14.1% |
| 1Y | -22.0% | -49.6% | +27.6% | -19.4% |
| 3Y | +296.7% | +48.5% | +248.1% | +301.2% |
| All | +608.4% | -44.0% | +652.4% | +612.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling