+61.2%
VT vs BTDR
-39.9%
+101.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +13.3% | -13.0% | -0.4% |
| 7D | -2.3% | -10.4% | +8.0% | -2.0% |
| 30D | -5.0% | -42.2% | +37.2% | -2.9% |
| 3M | -4.9% | -42.8% | +37.9% | -3.1% |
| 6M | -1.5% | -60.2% | +58.6% | +1.2% |
| YTD | +8.5% | -46.3% | +54.8% | +9.6% |
| 1Y | +11.4% | -71.7% | +83.0% | +14.6% |
| 3Y | +70.1% | +54.6% | +15.4% | +64.1% |
| 5Y | +53.7% | -39.5% | +93.3% | +46.3% |
| All | +61.2% | -39.9% | +101.1% | +53.2% |
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