+218.1%
BKR vs BTDR
+19.6%
+198.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.7% |
| 7D | -7.0% | -3.4% | -3.6% | -6.9% |
| 30D | -8.1% | +32.6% | -40.7% | -9.1% |
| 3M | -6.6% | -32.2% | +25.6% | -5.8% |
| 6M | +0.9% | +52.4% | -51.5% | -1.6% |
| YTD | +31.1% | +6.7% | +24.4% | +29.2% |
| 1Y | +27.7% | -15.2% | +42.9% | +25.9% |
| 3Y | +71.2% | +14.9% | +56.3% | +65.8% |
| 5Y | +177.6% | +20.8% | +156.8% | +177.5% |
| All | +218.1% | +19.6% | +198.5% | +215.6% |
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