+15.3%
BTDR vs FE
+47.0%
-31.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.5% |
| 7D | -3.2% | -1.7% | -1.5% | -3.5% |
| 30D | +32.7% | -1.3% | +33.9% | +32.4% |
| 3M | -28.4% | +0.6% | -29.0% | -28.3% |
| 6M | +51.7% | -6.8% | +58.6% | +50.8% |
| YTD | +2.9% | +6.4% | -3.6% | +3.8% |
| 1Y | -15.5% | +11.3% | -26.7% | -14.0% |
| 3Y | 0.0% | +47.1% | -47.1% | +4.1% |
| 5Y | +16.5% | +50.4% | -33.9% | +22.0% |
| All | +15.3% | +47.0% | -31.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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