+129.0%
B vs BTDR
-33.9%
+162.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.9% | -5.7% | +3.7% |
| 7D | +11.3% | +7.1% | +4.2% | +10.6% |
| 30D | +2.9% | -31.4% | +34.3% | +4.7% |
| 3M | -2.9% | -39.2% | +36.4% | -0.8% |
| 6M | -1.2% | -50.9% | +49.7% | +1.4% |
| YTD | -1.3% | -41.0% | +39.7% | +0.2% |
| 1Y | +30.4% | -69.9% | +100.4% | +34.3% |
| 3Y | +195.3% | +87.3% | +108.0% | +187.7% |
| 5Y | +146.2% | -33.6% | +179.8% | +145.9% |
| All | +129.0% | -33.9% | +162.9% | +127.5% |
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