+48.5%
BTDR vs ACWI
+74.6%
-26.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.3% | -8.4% | -7.7% |
| 7D | -6.9% | +2.4% | -9.3% | -13.8% |
| 30D | -31.5% | -1.7% | -29.9% | -24.7% |
| 3M | -36.1% | -3.9% | -32.1% | -22.6% |
| 6M | -57.6% | +0.8% | -58.4% | -55.0% |
| YTD | -50.0% | +11.0% | -61.1% | -59.7% |
| 1Y | -49.6% | +13.1% | -62.7% | -61.7% |
| 3Y | +48.5% | +73.9% | -25.3% | -85.2% |
| All | +48.5% | +74.6% | -26.0% | -85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling