-39.9%
BTDR vs FE
+49.1%
-88.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.4% | +13.7% | +13.2% |
| 7D | -10.4% | 0.0% | -10.3% | -10.3% |
| 30D | -42.2% | +5.2% | -47.4% | -41.6% |
| 3M | -42.8% | 0.0% | -42.8% | -42.8% |
| 6M | -60.2% | +5.0% | -65.2% | -59.8% |
| YTD | -46.3% | +7.9% | -54.2% | -45.6% |
| 1Y | -71.7% | +6.3% | -78.0% | -71.3% |
| 3Y | +54.6% | +46.0% | +8.6% | +60.5% |
| 5Y | -39.5% | +45.6% | -85.2% | -36.5% |
| All | -39.9% | +49.1% | -88.9% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling