+129.7%
VTR vs BTDR
+4.4%
+125.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.5% |
| 7D | -0.3% | -3.4% | +3.1% | -0.3% |
| 30D | +1.1% | +32.6% | -31.5% | +0.8% |
| 3M | +7.9% | -32.2% | +40.1% | +8.4% |
| 6M | +6.2% | +52.4% | -46.2% | +4.7% |
| YTD | +17.7% | +6.7% | +11.0% | +16.7% |
| 1Y | +32.9% | -15.2% | +48.1% | +31.7% |
| 3Y | +129.7% | +14.9% | +114.8% | +113.9% |
| All | +129.7% | +4.4% | +125.3% | +113.9% |
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