-69.4%
BTDR vs FDS
+31.1%
-100.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.9% | -8.5% | -4.8% |
| 7D | -17.6% | +9.4% | -27.0% | -15.3% |
| 30D | -40.3% | +23.8% | -64.0% | -36.8% |
| 3M | -42.6% | +25.1% | -67.8% | -38.8% |
| 6M | -46.3% | +53.8% | -100.1% | -40.3% |
| YTD | -41.7% | +19.6% | -61.3% | -38.2% |
| 1Y | -69.4% | +31.6% | -101.0% | -64.1% |
| All | -69.4% | +31.1% | -100.5% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling