+36.6%
VWO vs BTDR
+15.3%
+21.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.3% |
| 7D | -1.7% | -3.2% | +1.5% | -1.6% |
| 30D | -0.3% | +32.7% | -33.0% | -1.5% |
| 3M | +4.0% | -28.4% | +32.4% | +4.7% |
| 6M | +8.1% | +51.7% | -43.6% | +5.9% |
| YTD | +11.6% | +2.9% | +8.8% | +10.3% |
| 1Y | +16.2% | -15.5% | +31.7% | +14.9% |
| 3Y | +63.3% | 0.0% | +63.3% | +56.3% |
| 5Y | +33.4% | +16.5% | +16.9% | +26.2% |
| All | +36.6% | +15.3% | +21.3% | +29.2% |
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