+76.0%
VUG vs BTDR
+24.7%
+51.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | +0.1% | +14.8% | -14.7% | -0.7% |
| 30D | -1.7% | +41.8% | -43.5% | -3.8% |
| 3M | +2.8% | -29.2% | +32.0% | +3.9% |
| 6M | +13.6% | +66.2% | -52.6% | +9.2% |
| YTD | +8.1% | +10.0% | -1.9% | +5.6% |
| 1Y | +13.1% | -11.0% | +24.0% | +10.5% |
| 3Y | +87.0% | +6.9% | +80.0% | +73.5% |
| 5Y | +76.0% | +24.7% | +51.3% | +56.8% |
| All | +76.0% | +24.7% | +51.3% | +56.8% |
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