+82.3%
VUG vs BTDR
+19.6%
+62.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.7% |
| 7D | -0.5% | -3.4% | +2.9% | -0.3% |
| 30D | -1.0% | +32.6% | -33.6% | -2.7% |
| 3M | +3.5% | -32.2% | +35.8% | +4.9% |
| 6M | +14.2% | +52.4% | -38.2% | +10.2% |
| YTD | +8.5% | +6.7% | +1.8% | +6.2% |
| 1Y | +12.9% | -15.2% | +28.1% | +10.6% |
| 3Y | +85.6% | +14.9% | +70.7% | +72.4% |
| 5Y | +78.1% | +20.8% | +57.3% | +60.9% |
| All | +82.3% | +19.6% | +62.7% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling