-35.9%
BTDR vs FE
+49.2%
-85.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.1% |
| 7D | -7.4% | -0.5% | -6.8% | -7.5% |
| 30D | -33.4% | +4.3% | -37.8% | -32.8% |
| 3M | -26.3% | +0.4% | -26.7% | -26.1% |
| 6M | -52.4% | +6.9% | -59.4% | -51.8% |
| YTD | -42.8% | +8.0% | -50.8% | -42.1% |
| 1Y | -63.7% | +4.8% | -68.5% | -63.3% |
| 3Y | +61.5% | +49.0% | +12.5% | +67.8% |
| 5Y | -35.6% | +46.2% | -81.9% | -32.3% |
| All | -35.9% | +49.2% | -85.1% | -32.9% |
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