+153.7%
ALL vs BTDR
+8.5%
+145.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -2.3% |
| 7D | -1.7% | +22.4% | -24.1% | -1.4% |
| 30D | -4.7% | +16.5% | -21.1% | -4.3% |
| 3M | +18.4% | -31.5% | +49.8% | +18.4% |
| 6M | +20.5% | +74.0% | -53.5% | +21.3% |
| YTD | +23.5% | +13.0% | +10.5% | +24.0% |
| 1Y | +29.0% | -0.2% | +29.2% | +29.0% |
| 3Y | +153.7% | +9.9% | +143.8% | +151.7% |
| All | +153.7% | +8.5% | +145.2% | +151.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling