-15.5%
BTDR vs FFIV
+22.0%
-37.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -5.9% |
| 7D | -3.2% | +1.6% | -4.8% | -3.9% |
| 30D | +32.7% | -3.7% | +36.4% | +34.9% |
| 3M | -28.4% | +2.0% | -30.4% | -28.4% |
| 6M | +51.7% | +39.3% | +12.5% | +34.8% |
| YTD | +2.9% | +56.1% | -53.3% | -10.0% |
| 1Y | -15.5% | +22.0% | -37.4% | -30.1% |
| All | -15.5% | +22.0% | -37.5% | -30.1% |
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