+125.4%
ALL vs BTDR
+23.8%
+101.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.3% | -1.3% |
| 7D | 0.0% | +20.0% | -19.9% | +0.3% |
| 30D | -1.5% | +11.9% | -13.4% | -1.2% |
| 3M | +23.6% | -36.9% | +60.6% | +23.6% |
| 6M | +22.3% | +56.5% | -34.2% | +23.1% |
| YTD | +26.5% | +10.4% | +16.1% | +27.0% |
| 1Y | +27.0% | +3.1% | +23.9% | +27.2% |
| 3Y | +149.6% | -2.6% | +152.2% | +150.8% |
| 5Y | +118.1% | +25.2% | +92.9% | +123.5% |
| All | +125.4% | +23.8% | +101.6% | +129.6% |
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