-64.4%
BAX vs BTDR
-29.7%
-34.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.7% | -10.0% | -0.7% |
| 7D | -0.6% | +7.7% | -8.3% | -1.0% |
| 30D | +6.3% | -24.1% | +30.4% | +7.1% |
| 3M | -4.6% | -19.1% | +14.5% | -4.4% |
| 6M | +50.4% | -46.6% | +97.0% | +51.9% |
| YTD | +38.0% | -37.3% | +75.3% | +37.8% |
| 1Y | +44.6% | -53.2% | +97.8% | +45.4% |
| 3Y | -15.1% | +77.1% | -92.2% | -22.3% |
| 5Y | -63.3% | -29.7% | -33.6% | -67.7% |
| All | -64.4% | -29.7% | -34.7% | -68.6% |
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