-49.6%
BTDR vs FFIV
+33.1%
-82.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.8% | +9.2% |
| 7D | +7.7% | -2.9% | +10.6% | +9.8% |
| 30D | -24.1% | -32.4% | +8.3% | -11.5% |
| 3M | -19.1% | -22.7% | +3.6% | -12.4% |
| 6M | -46.6% | -10.7% | -35.9% | -46.2% |
| YTD | -37.3% | +25.4% | -62.7% | -49.2% |
| All | -49.6% | +33.1% | -82.6% | -61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling