-43.9%
BTDR vs BN
+31.1%
-75.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.6% | -7.0% | -7.4% |
| 7D | -6.9% | -1.0% | -5.9% | -5.8% |
| 30D | -31.5% | +14.0% | -45.5% | -38.9% |
| 3M | -36.1% | -9.0% | -27.1% | -31.4% |
| 6M | -57.6% | -8.8% | -48.8% | -54.5% |
| YTD | -50.0% | -10.3% | -39.8% | -45.0% |
| 1Y | -49.6% | -5.8% | -43.8% | -46.4% |
| 3Y | +48.5% | +94.8% | -46.2% | +30.7% |
| All | -43.9% | +31.1% | -75.0% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling