+77.5%
VTR vs BTDR
+23.3%
+54.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | -0.5% |
| 7D | -2.9% | +14.8% | -17.7% | -3.0% |
| 30D | -2.8% | +41.8% | -44.6% | -3.1% |
| 3M | +9.0% | -29.2% | +38.2% | +9.3% |
| 6M | +5.0% | +66.2% | -61.2% | +3.7% |
| YTD | +16.9% | +10.0% | +6.9% | +16.1% |
| 1Y | +34.3% | -11.0% | +45.3% | +33.3% |
| 3Y | +131.6% | +6.9% | +124.6% | +121.5% |
| 5Y | +88.0% | +24.7% | +63.3% | +76.8% |
| All | +77.5% | +23.3% | +54.2% | +66.4% |
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