-44.0%
BTDR vs FE
+50.9%
-94.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.1% | -9.7% | -8.4% |
| 7D | -6.9% | +1.2% | -8.1% | -6.7% |
| 30D | -31.5% | +4.5% | -36.1% | -30.9% |
| 3M | -36.1% | +1.3% | -37.4% | -35.8% |
| 6M | -57.6% | +8.7% | -66.3% | -57.0% |
| YTD | -50.0% | +9.2% | -59.3% | -49.3% |
| 1Y | -49.6% | +7.0% | -56.6% | -48.9% |
| 3Y | +48.5% | +51.4% | -2.8% | +54.8% |
| 5Y | -43.8% | +47.7% | -91.5% | -40.8% |
| All | -44.0% | +50.9% | -94.9% | -41.2% |
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