-39.9%
BTDR vs ACWI
+63.1%
-102.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | 0.0% | +13.3% | +13.3% |
| 7D | -10.4% | -2.4% | -8.0% | -5.7% |
| 30D | -42.2% | -5.2% | -37.0% | -35.3% |
| 3M | -42.8% | -4.8% | -38.0% | -36.0% |
| 6M | -60.2% | -1.3% | -58.9% | -56.8% |
| YTD | -46.3% | +8.4% | -54.7% | -47.7% |
| 1Y | -71.7% | +11.0% | -82.7% | -73.2% |
| 3Y | +54.6% | +70.6% | -15.9% | +15.7% |
| 5Y | -39.5% | +55.3% | -94.9% | -55.0% |
| All | -39.9% | +63.1% | -102.9% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling