-0.9%
BA vs BTDR
+25.2%
-26.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.6% |
| 7D | +1.2% | +20.0% | -18.8% | +0.2% |
| 30D | -11.6% | +11.9% | -23.6% | -12.4% |
| 3M | -2.4% | -36.9% | +34.6% | -0.9% |
| 6M | -6.6% | +56.5% | -63.1% | -9.7% |
| YTD | -2.2% | +10.4% | -12.7% | -4.4% |
| 1Y | -8.0% | +3.1% | -11.1% | -10.7% |
| 3Y | -5.0% | -2.6% | -2.4% | -12.2% |
| All | -0.9% | +25.2% | -26.1% | -11.1% |
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