+141.1%
BP vs BTDR
+24.7%
+116.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +1.8% |
| 7D | +4.0% | +14.8% | -10.8% | +3.9% |
| 30D | +7.8% | +41.8% | -34.0% | +7.5% |
| 3M | +8.4% | -29.2% | +37.5% | +8.6% |
| 6M | +15.1% | +66.2% | -51.1% | +13.6% |
| YTD | +36.4% | +10.0% | +26.4% | +35.6% |
| 1Y | +40.9% | -11.0% | +51.9% | +40.0% |
| 3Y | +38.8% | +6.9% | +31.9% | +36.5% |
| 5Y | +141.1% | +24.7% | +116.4% | +140.8% |
| All | +141.1% | +24.7% | +116.4% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling