-67.8%
BAX vs BTDR
+19.6%
-87.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.7% |
| 7D | -7.9% | -3.4% | -4.5% | -7.8% |
| 30D | -11.7% | +32.6% | -44.2% | -12.7% |
| 3M | +16.2% | -32.2% | +48.4% | +17.1% |
| 6M | +32.0% | +52.4% | -20.4% | +28.4% |
| YTD | +24.7% | +6.7% | +18.0% | +22.6% |
| 1Y | -2.6% | -15.2% | +12.6% | -4.2% |
| 3Y | -35.0% | +14.9% | -49.9% | -39.3% |
| 5Y | -67.6% | +20.8% | -88.4% | -72.2% |
| All | -67.8% | +19.6% | -87.4% | -72.1% |
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 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