+19.6%
BTDR vs A
+1.5%
+18.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.1% | +2.4% |
| 7D | -3.4% | -2.6% | -0.8% | -2.1% |
| 30D | +32.6% | -0.9% | +33.5% | +33.7% |
| 3M | -32.2% | +13.6% | -45.9% | -36.4% |
| 6M | +52.4% | +27.8% | +24.5% | +35.8% |
| YTD | +6.7% | +8.6% | -1.9% | +1.8% |
| 1Y | -15.2% | +16.9% | -32.1% | -21.2% |
| 3Y | +14.9% | +32.9% | -18.0% | +4.7% |
| 5Y | +20.8% | -14.1% | +34.9% | +10.9% |
| All | +19.6% | +1.5% | +18.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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