+1,044.2%
BE vs BTDR
+23.8%
+1,020.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.9% | +3.4% | +6.5% |
| 7D | +20.0% | +20.0% | 0.0% | +15.6% |
| 30D | +7.9% | +11.9% | -4.0% | +4.6% |
| 3M | -13.2% | -36.9% | +23.7% | -6.5% |
| 6M | +53.5% | +56.5% | -3.1% | +38.5% |
| YTD | +191.0% | +10.4% | +180.6% | +177.5% |
| 1Y | +360.5% | +3.1% | +357.4% | +342.3% |
| 3Y | +1,568.0% | -2.6% | +1,570.6% | +1,354.4% |
| 5Y | +1,055.2% | +25.2% | +1,030.0% | +793.4% |
| All | +1,044.2% | +23.8% | +1,020.4% | +786.8% |
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