+62.6%
BTDR vs FDS
-23.5%
+86.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.9% | -11.9% | -12.8% |
| 7D | +15.4% | -2.6% | +18.0% | +15.4% |
| 30D | -33.4% | +14.1% | -47.5% | -34.0% |
| 3M | -32.0% | +19.8% | -51.8% | -32.7% |
| 6M | -52.2% | +55.0% | -107.2% | -55.9% |
| YTD | -45.3% | +15.9% | -61.2% | -43.4% |
| 1Y | -56.0% | +24.2% | -80.2% | -56.5% |
| All | +62.6% | -23.5% | +86.1% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling