+120.3%
ALL vs BTDR
+19.6%
+100.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +0.8% |
| 7D | -2.3% | -3.4% | +1.1% | -2.3% |
| 30D | -0.4% | +32.6% | -33.0% | +0.1% |
| 3M | +16.0% | -32.2% | +48.3% | +16.0% |
| 6M | +24.6% | +52.4% | -27.8% | +25.3% |
| YTD | +23.7% | +6.7% | +17.0% | +24.1% |
| 1Y | +27.7% | -15.2% | +43.0% | +27.9% |
| 3Y | +150.2% | +14.9% | +135.3% | +152.0% |
| 5Y | +117.1% | +20.8% | +96.3% | +122.2% |
| All | +120.3% | +19.6% | +100.7% | +124.3% |
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