+145.4%
BP vs BTDR
+15.3%
+130.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +0.9% |
| 7D | +5.7% | -3.2% | +8.9% | +5.8% |
| 30D | +8.1% | +32.7% | -24.6% | +7.8% |
| 3M | +8.6% | -28.4% | +37.0% | +8.8% |
| 6M | +18.1% | +51.7% | -33.6% | +16.8% |
| YTD | +37.6% | +2.9% | +34.8% | +36.9% |
| 1Y | +39.4% | -15.5% | +54.9% | +38.5% |
| 3Y | +40.1% | 0.0% | +40.1% | +37.8% |
| 5Y | +141.3% | +16.5% | +124.9% | +145.5% |
| All | +145.4% | +15.3% | +130.1% | +146.9% |
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