+1,147.7%
BE vs BTDR
+19.6%
+1,128.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.7% | +2.9% | +5.9% |
| 7D | +9.0% | -3.4% | +12.4% | +9.9% |
| 30D | +16.3% | +32.6% | -16.3% | +9.4% |
| 3M | +10.8% | -32.2% | +43.0% | +18.0% |
| 6M | +73.2% | +52.4% | +20.8% | +57.0% |
| YTD | +217.4% | +6.7% | +210.7% | +205.0% |
| 1Y | +309.8% | -15.2% | +325.0% | +306.1% |
| 3Y | +1,726.2% | +14.9% | +1,711.3% | +1,490.1% |
| 5Y | +1,306.2% | +20.8% | +1,285.4% | +996.5% |
| All | +1,147.7% | +19.6% | +1,128.1% | +874.6% |
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 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