+16.5%
BTDR vs BBWI
-69.5%
+85.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -6.1% |
| 7D | -3.2% | -8.0% | +4.8% | -1.3% |
| 30D | +32.7% | -6.6% | +39.3% | +33.9% |
| 3M | -28.4% | -2.7% | -25.7% | -28.1% |
| 6M | +51.7% | -12.8% | +64.5% | +55.5% |
| YTD | +2.9% | -10.5% | +13.3% | +4.2% |
| 1Y | -15.5% | -35.3% | +19.9% | -9.3% |
| 3Y | 0.0% | -47.7% | +47.7% | +7.2% |
| 5Y | +16.5% | -68.9% | +85.3% | +27.3% |
| All | +16.5% | -69.5% | +85.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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