+19.6%
BTDR vs BN
+41.9%
-22.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.4% |
| 7D | -3.4% | -5.2% | +1.8% | +0.7% |
| 30D | +32.6% | -14.5% | +47.1% | +49.5% |
| 3M | -32.2% | -15.0% | -17.2% | -23.3% |
| 6M | +52.4% | -5.4% | +57.8% | +61.4% |
| YTD | +6.7% | -16.4% | +23.1% | +24.2% |
| 1Y | -15.2% | -16.2% | +1.0% | -0.2% |
| 3Y | +14.9% | +67.5% | -52.6% | +8.5% |
| 5Y | +20.8% | +34.1% | -13.3% | +13.7% |
| All | +19.6% | +41.9% | -22.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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