+153.8%
B vs BTDR
+28.1%
+125.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.6% |
| 7D | +2.3% | +22.4% | -20.1% | +1.2% |
| 30D | +1.4% | +16.5% | -15.1% | +0.4% |
| 3M | +12.2% | -31.5% | +43.7% | +13.3% |
| 6M | -2.1% | +74.0% | -76.2% | -4.8% |
| YTD | +2.9% | +13.0% | -10.1% | +1.4% |
| 1Y | +55.3% | -0.2% | +55.5% | +53.1% |
| 3Y | +198.7% | +9.9% | +188.8% | +185.5% |
| 5Y | +153.8% | +28.1% | +125.7% | +146.4% |
| All | +153.8% | +28.1% | +125.7% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling