+28.1%
BTDR vs FE
+48.2%
-20.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.2% |
| 7D | +22.4% | +0.6% | +21.8% | +22.5% |
| 30D | +16.5% | -2.1% | +18.6% | +16.0% |
| 3M | -31.5% | +2.6% | -34.1% | -31.1% |
| 6M | +74.0% | -6.8% | +80.8% | +73.0% |
| YTD | +13.0% | +6.9% | +6.2% | +14.1% |
| 1Y | -0.2% | +11.6% | -11.8% | +1.6% |
| 3Y | +9.9% | +47.7% | -37.8% | +14.6% |
| 5Y | +28.1% | +46.2% | -18.1% | +34.5% |
| All | +28.1% | +48.2% | -20.1% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling