+26.7%
BTDR vs ACWI
+72.5%
-45.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +3.1% |
| 7D | +22.4% | +1.1% | +21.3% | +20.4% |
| 30D | +16.5% | -0.2% | +16.6% | +17.4% |
| 3M | -31.5% | +4.7% | -36.2% | -35.0% |
| 6M | +74.0% | +14.5% | +59.6% | +48.7% |
| YTD | +13.0% | +14.6% | -1.6% | -2.3% |
| 1Y | -0.2% | +21.4% | -21.7% | -18.8% |
| 3Y | +9.9% | +77.6% | -67.7% | -27.0% |
| 5Y | +28.1% | +68.1% | -40.0% | -15.6% |
| All | +26.7% | +72.5% | -45.8% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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