+105.0%
B vs BTDR
-38.7%
+143.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -12.8% | +9.7% | -2.4% |
| 7D | -6.2% | +15.4% | -21.6% | -7.0% |
| 30D | -6.6% | -33.4% | +26.8% | -4.9% |
| 3M | -7.9% | -32.0% | +24.2% | -6.4% |
| 6M | -16.8% | -52.2% | +35.4% | -14.4% |
| YTD | -11.7% | -45.3% | +33.6% | -10.0% |
| 1Y | +3.5% | -56.0% | +59.5% | +5.9% |
| 3Y | +165.7% | +54.4% | +111.3% | +160.1% |
| 5Y | +108.4% | -38.5% | +146.9% | +108.8% |
| All | +105.0% | -38.7% | +143.7% | +104.4% |
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 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