+6.7%
BTDR vs FE
+50.0%
-43.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.8% |
| 7D | +20.0% | +1.9% | +18.0% | +20.7% |
| 30D | +11.9% | -1.2% | +13.1% | +11.4% |
| 3M | -36.9% | +3.5% | -40.4% | -36.1% |
| 6M | +56.5% | -6.1% | +62.6% | +55.1% |
| YTD | +10.4% | +7.6% | +2.8% | +13.0% |
| 1Y | +3.1% | +11.9% | -8.8% | +7.2% |
| All | +6.7% | +50.0% | -43.3% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling