-25.1%
BA vs BTDR
-35.9%
+10.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.7% |
| 7D | 0.0% | -7.4% | +7.4% | +0.3% |
| 30D | -8.9% | -33.4% | +24.5% | -7.4% |
| 3M | -25.5% | -26.3% | +0.8% | -24.9% |
| 6M | -27.0% | -52.4% | +25.5% | -25.2% |
| YTD | -20.1% | -42.8% | +22.7% | -19.6% |
| 1Y | -11.0% | -63.7% | +52.7% | -8.9% |
| 3Y | -11.8% | +61.5% | -73.3% | -17.9% |
| 5Y | -20.6% | -35.6% | +15.0% | -25.9% |
| All | -25.1% | -35.9% | +10.8% | -30.4% |
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 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