-44.0%
BTDR vs FFIV
+51.1%
-95.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.7% | -6.0% | -7.2% |
| 7D | -6.9% | -0.5% | -6.4% | -6.3% |
| 30D | -31.5% | -32.4% | +0.9% | -17.2% |
| 3M | -36.1% | -25.7% | -10.4% | -26.9% |
| 6M | -57.6% | -13.5% | -44.1% | -55.4% |
| YTD | -50.0% | +21.1% | -71.2% | -56.7% |
| 1Y | -49.6% | +29.4% | -79.0% | -58.0% |
| 3Y | +48.5% | +94.9% | -46.4% | +12.5% |
| 5Y | -43.8% | +34.7% | -78.6% | -58.0% |
| All | -44.0% | +51.1% | -95.1% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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