-33.4%
BAX vs BTDR
+7.6%
-41.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.8% |
| 7D | -5.1% | +14.8% | -19.9% | -5.6% |
| 30D | -12.2% | +41.8% | -54.0% | -13.5% |
| 3M | +21.8% | -29.2% | +51.0% | +22.6% |
| 6M | +36.3% | +66.2% | -29.9% | +31.9% |
| YTD | +27.8% | +10.0% | +17.8% | +25.2% |
| 1Y | -0.1% | -11.0% | +10.9% | -2.0% |
| All | -33.4% | +7.6% | -41.0% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling