-9.0%
BA vs BTDR
+26.7%
-35.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -0.8% |
| 7D | +2.5% | +22.4% | -20.0% | +1.4% |
| 30D | -10.1% | +16.5% | -26.6% | -11.1% |
| 3M | -2.4% | -31.5% | +29.1% | -1.3% |
| 6M | -8.8% | +74.0% | -82.9% | -12.3% |
| YTD | -2.9% | +13.0% | -16.0% | -5.2% |
| 1Y | -8.8% | -0.2% | -8.5% | -11.2% |
| 3Y | -0.3% | +9.9% | -10.1% | -8.1% |
| 5Y | -0.3% | +28.1% | -28.4% | -9.5% |
| All | -9.0% | +26.7% | -35.7% | -17.9% |
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