+24.7%
BTDR vs A
-16.2%
+40.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.0% |
| 7D | +14.8% | -4.4% | +19.2% | +17.3% |
| 30D | +41.8% | -2.7% | +44.5% | +44.2% |
| 3M | -29.2% | +7.0% | -36.2% | -31.6% |
| 6M | +66.2% | +24.6% | +41.6% | +49.6% |
| YTD | +10.0% | +7.0% | +3.0% | +5.6% |
| 1Y | -11.0% | +15.6% | -26.5% | -16.9% |
| 3Y | +6.9% | +29.9% | -23.0% | -1.9% |
| 5Y | +24.7% | -15.4% | +40.0% | +16.2% |
| All | +24.7% | -16.2% | +40.9% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling