+550.0%
ASX vs BTDR
+23.3%
+526.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +3.8% |
| 7D | +11.1% | +14.8% | -3.7% | +9.6% |
| 30D | +9.6% | +41.8% | -32.2% | +5.7% |
| 3M | +18.6% | -29.2% | +47.8% | +21.0% |
| 6M | +92.1% | +66.2% | +26.0% | +83.5% |
| YTD | +158.5% | +10.0% | +148.5% | +152.4% |
| 1Y | +271.9% | -11.0% | +282.9% | +265.1% |
| 3Y | +465.2% | +6.9% | +458.3% | +421.2% |
| 5Y | +479.4% | +24.7% | +454.8% | +439.0% |
| All | +550.0% | +23.3% | +526.7% | +494.0% |
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