+19.6%
BTDR vs BTI
+111.9%
-92.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.7% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +32.6% | -1.1% | +33.7% | +32.5% |
| 3M | -32.2% | -8.8% | -23.5% | -32.3% |
| 6M | +52.4% | -4.0% | +56.3% | +51.6% |
| YTD | +6.7% | +0.4% | +6.3% | +6.0% |
| 1Y | -15.2% | +1.9% | -17.2% | -15.4% |
| 3Y | +14.9% | +108.5% | -93.6% | +7.4% |
| 5Y | +20.8% | +118.5% | -97.7% | +15.2% |
| All | +19.6% | +111.9% | -92.3% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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