+57.9%
VT vs BTDR
-38.5%
+96.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.8% | +12.2% | 0.0% |
| 7D | +2.9% | +15.4% | -12.6% | +2.1% |
| 30D | -2.5% | -33.4% | +30.9% | -1.1% |
| 3M | -3.3% | -32.0% | +28.7% | -2.2% |
| 6M | +1.5% | -52.2% | +53.8% | +3.6% |
| YTD | +11.4% | -45.3% | +56.7% | +12.3% |
| 1Y | +11.9% | -56.0% | +67.9% | +13.5% |
| 3Y | +73.9% | +54.4% | +19.5% | +67.5% |
| 5Y | +57.9% | -38.5% | +96.4% | +49.6% |
| All | +57.9% | -38.5% | +96.4% | +49.6% |
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 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