+459.8%
ASX vs BTDR
-35.9%
+495.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | +3.6% |
| 7D | -9.1% | -7.4% | -1.8% | -8.2% |
| 30D | -23.6% | -33.4% | +9.9% | -20.1% |
| 3M | -5.6% | -26.3% | +20.7% | -2.6% |
| 6M | +4.7% | -52.4% | +57.1% | +11.9% |
| YTD | +122.6% | -42.8% | +165.4% | +132.5% |
| 1Y | +133.0% | -63.7% | +196.7% | +149.7% |
| 3Y | +367.1% | +61.5% | +305.7% | +363.5% |
| 5Y | +504.7% | -35.6% | +540.4% | +497.2% |
| All | +459.8% | -35.9% | +495.7% | +447.1% |
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