+49.2%
VXUS vs BTDR
-38.7%
+87.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -12.8% | +11.9% | -0.4% |
| 7D | +2.3% | +15.4% | -13.1% | +1.6% |
| 30D | -2.2% | -33.4% | +31.2% | -0.9% |
| 3M | -5.4% | -32.0% | +26.6% | -4.4% |
| 6M | -1.2% | -52.2% | +51.0% | +0.6% |
| YTD | +10.4% | -45.3% | +55.7% | +11.4% |
| 1Y | +11.8% | -56.0% | +67.9% | +13.4% |
| 3Y | +68.4% | +54.4% | +14.0% | +63.0% |
| 5Y | +45.9% | -38.5% | +84.4% | +39.3% |
| All | +49.2% | -38.7% | +87.9% | +42.2% |
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 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