-65.1%
BAX vs BTDR
+23.8%
-88.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.9% |
| 7D | -1.1% | +20.0% | -21.1% | -1.8% |
| 30D | -5.5% | +11.9% | -17.4% | -6.1% |
| 3M | +33.5% | -36.9% | +70.5% | +34.9% |
| 6M | +35.9% | +56.5% | -20.7% | +32.1% |
| YTD | +35.4% | +10.4% | +24.9% | +32.9% |
| 1Y | +9.8% | +3.1% | +6.7% | +7.2% |
| 3Y | -32.7% | -2.6% | -30.1% | -37.0% |
| 5Y | -65.6% | +25.2% | -90.7% | -70.6% |
| All | -65.1% | +23.8% | -88.9% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling