+23.8%
BTDR vs FE
+48.7%
-24.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.8% |
| 7D | +20.0% | +1.9% | +18.0% | +20.3% |
| 30D | +11.9% | -1.2% | +13.1% | +11.6% |
| 3M | -36.9% | +3.5% | -40.4% | -36.5% |
| 6M | +56.5% | -6.1% | +62.6% | +55.8% |
| YTD | +10.4% | +7.6% | +2.8% | +11.6% |
| 1Y | +3.1% | +11.9% | -8.8% | +5.0% |
| 3Y | -2.6% | +48.4% | -51.0% | +1.6% |
| 5Y | +25.2% | +44.8% | -19.6% | +31.6% |
| All | +23.8% | +48.7% | -24.9% | +29.3% |
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