+127.6%
ALL vs BTDR
-29.7%
+157.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.7% | -9.3% | +0.6% |
| 7D | -2.6% | +7.7% | -10.2% | -2.3% |
| 30D | +12.7% | -24.1% | +36.8% | +12.4% |
| 3M | +0.4% | -19.1% | +19.5% | +0.3% |
| 6M | +23.8% | -46.6% | +70.4% | +23.2% |
| YTD | +27.8% | -37.3% | +65.1% | +27.4% |
| 1Y | +28.9% | -53.2% | +82.1% | +28.5% |
| 3Y | +113.9% | +77.1% | +36.8% | +117.0% |
| 5Y | +157.4% | -29.7% | +187.1% | +160.9% |
| All | +127.6% | -29.7% | +157.3% | +130.3% |
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 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