+741.2%
VST vs BTDR
+23.8%
+717.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +3.1% |
| 7D | +8.9% | +20.0% | -11.1% | +6.7% |
| 30D | +6.2% | +11.9% | -5.7% | +4.2% |
| 3M | -2.7% | -36.9% | +34.2% | +0.7% |
| 6M | -8.4% | +56.5% | -64.9% | -14.8% |
| YTD | -7.2% | +10.4% | -17.6% | -11.4% |
| 1Y | -20.9% | +3.1% | -24.0% | -24.9% |
| 3Y | +384.0% | -2.6% | +386.6% | +346.4% |
| 5Y | +757.1% | +25.2% | +731.9% | +676.8% |
| All | +741.2% | +23.8% | +717.4% | +663.0% |
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 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