-44.0%
BTDR vs FDS
+2.1%
-46.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.3% | -8.9% | -8.6% |
| 7D | -6.9% | +1.5% | -8.4% | -6.9% |
| 30D | -31.5% | +14.8% | -46.4% | -32.0% |
| 3M | -36.1% | +16.3% | -52.4% | -36.5% |
| 6M | -57.6% | +66.2% | -123.9% | -60.3% |
| YTD | -50.0% | +16.2% | -66.3% | -49.7% |
| 1Y | -49.6% | +21.8% | -71.4% | -50.0% |
| 3Y | +48.5% | -23.9% | +72.4% | +65.9% |
| 5Y | -43.8% | -23.1% | -20.7% | -37.8% |
| All | -44.0% | +2.1% | -46.1% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling