+116.1%
ALL vs BTDR
+24.7%
+91.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | -2.2% | +14.8% | -17.0% | -2.0% |
| 30D | -5.6% | +41.8% | -47.4% | -5.0% |
| 3M | +17.2% | -29.2% | +46.4% | +17.3% |
| 6M | +23.2% | +66.2% | -42.9% | +24.1% |
| YTD | +23.6% | +10.0% | +13.6% | +24.1% |
| 1Y | +29.2% | -11.0% | +40.1% | +29.4% |
| 3Y | +153.8% | +6.9% | +146.9% | +155.3% |
| 5Y | +116.1% | +24.7% | +91.4% | +116.4% |
| All | +116.1% | +24.7% | +91.4% | +116.4% |
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