+11.4%
B vs BTDR
-59.5%
+70.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.7% | -11.3% | -3.2% |
| 7D | -2.7% | +7.7% | -10.3% | -4.5% |
| 30D | -4.3% | -24.1% | +19.7% | -0.4% |
| 3M | -2.3% | -19.1% | +16.8% | -0.2% |
| 6M | -16.2% | -46.6% | +30.4% | -9.9% |
| YTD | -8.8% | -37.3% | +28.5% | -6.5% |
| 1Y | +11.4% | -53.2% | +64.6% | +19.6% |
| All | +11.4% | -59.5% | +70.8% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling