+16.5%
BTDR vs BTI
+116.2%
-99.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.0% | -7.5% | -6.5% |
| 7D | -3.2% | -2.0% | -1.2% | -3.2% |
| 30D | +32.7% | -3.4% | +36.1% | +32.6% |
| 3M | -28.4% | -9.0% | -19.4% | -28.5% |
| 6M | +51.7% | -5.0% | +56.7% | +51.0% |
| YTD | +2.9% | -0.3% | +3.2% | +2.2% |
| 1Y | -15.5% | +3.1% | -18.6% | -15.8% |
| 3Y | 0.0% | +111.0% | -111.0% | -6.7% |
| 5Y | +16.5% | +117.0% | -100.6% | +10.9% |
| All | +16.5% | +116.2% | -99.8% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling