-15.2%
BTDR vs FDS
-27.2%
+12.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +5.0% | +3.5% |
| 7D | -3.4% | -14.0% | +10.6% | -6.3% |
| 30D | +32.6% | -6.2% | +38.8% | +31.3% |
| 3M | -32.2% | +10.2% | -42.4% | -31.4% |
| 6M | +52.4% | +27.4% | +24.9% | +55.1% |
| YTD | +6.7% | -9.3% | +16.0% | +8.3% |
| 1Y | -15.2% | -28.6% | +13.4% | -3.2% |
| All | -15.2% | -27.2% | +12.0% | -3.2% |
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